Anhui risk analysis

Use Anhui Anke Biotechnology Group (#CNE100000GY2CN) risk analysis within your existing portfolios mixed with equities fromn Shenzhen Stock Exchange to protect against small markets fluctuations as well as to determine Stock diversification method that is right for you.  Build Portfolio

Projected Return Density against Market

Assuming 30 trading days horizon, Anhui Anke Biotechnology Group has beta of -0.56 . This suggests as returns on benchmark increase, returns on holding Anhui are expected to decrease at a much smaller rate. During bear market, however, Anhui Anke Biotechnology Group is likely to outperform the market. Additionally, Anhui Anke Biotechnology Group has negative alpha implying that risk taken by holding this securing is not justified. The company is significantly underperforming ShanghaiAssuming 30 trading days horizon, the coefficient of variation of Anhui is -1858.51. The daily returns are destributed with a variance of 7.55 and standard deviation of 2.75. The mean deviation of Anhui Anke Biotechnology Group is currently at 2.12. For similar time horizon, the selected benchmark (Shanghai) has volatility of 0.81

	(alpha)	=	(0.56)	Details
	(beta)	=	(0.56)	Details
	(volatility)	=	2.75	Details

Actual Return Volatility

Anhui Anke Biotechnology Group accepts 2.75% volatility on return distribution over the 30 days horizon. Shanghai accepts 0.94% volatility on return distribution over the 30 days horizon.