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Macroaxis considers Samsung relatively not risky. Samsung Electronics Co owns Efficiency Ratio (i.e. Sharpe Ratio) of -0.25 which indicates Samsung Electronics Co had -0.25% of return per unit of risk over the last 1 month. Macroaxis philosophy towards measuring risk of any stock is to look at both systematic and un-systematic factors of the business, including all available market data and technical indicators. Samsung Electronics Co Ltd exposes twenty-eight different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to validate Samsung Semi-Deviation of 3.71, Coefficient Of Variation of (403.11) and Risk Adjusted Performance of (0.20) to make sure to check risk estimate we provide.
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Investment horizon:
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30 Days
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Projected Return Density against Market
Assuming 30 trading days horizon, Samsung Electronics Co Ltd has beta of -1.02 . This suggests Additionally, Samsung Electronics Co Ltd has negative alpha implying that risk taken by holding this securing is not justified. The company is significantly underperforming S&P 500 Predicted Return Density Assuming 30 trading days horizon, the coefficient of variation of Samsung is -403.11. The daily returns are destributed with a variance of 3.17 and standard deviation of 1.78. The mean deviation of Samsung Electronics Co Ltd is currently at 1.14. For similar time horizon, the selected benchmark (S&P 500) has volatility of 0.84  | (alpha) | = | (1.02) | |  | (beta) | = | (1.02) | |  | (volatility) | = | 1.78 | |
Actual Return VolatilitySamsung Electronics Co Ltd accepts 1.78% volatility on return distribution over the 30 days horizon. S&P 500 shows 0.84% volatility of returns over 30 trading days.
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1,380,000 | |  | 1,357,000 |
| (23,000) |  1.67% |
Lowest period price (30 days) 1,518,000 | | | 1,544,000 |
| 26,000 |  1.71% |
Highest period price (30 days) Samsung Electronics Co Ltd has a volatility of 1.78 and is 2.12 times more volatile than S&P 500. 22% of all equities and portfolios are less risky than Samsung. Compared with the overall equity markets, volatility of historical daily returns of Samsung Electronics Co Ltd is lower than 22 (%) of all global equities and portfolios over the last 30 days. Use Samsung Electronics Co Ltd to protect against small markets fluctuations. The stock experiences somewhat bearish sentiment, but market may correct it shortly. Samsung correlation with marketVery good diversificationOverlapping area represents amount of risk that can be diversified away by holding Samsung Electronics Co. Ltd. and equity matching GSPC index in the same portfolio Samsung Current Risk IndicatorsSuggested Divercification Pairs
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0.78% 
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