Advanced risk analysis

Use Advanced Energy Industries Inc risk analysis within your existing portfolios mixed with equities fromn NASDAQ to enhance returns of your portfolios as well as to determine Stock diversification method that is right for you.  Build Portfolio

Projected Return Density against Market

Given investment horizon of 30 days, the stock has beta cooficient of 1.73 . This suggests as the benchmark fluctuates upward, the company is expected to outperform it on average. However, if the benchmark returns are expected to be negative, Advanced will likely underperform. In addition to that, Advanced Energy Industries Inc has alpha of 1.73 implying that it can potentially generate 1.73% excess return over S&P 500 after adjusting for the inherited market risk (beta).Given investment horizon of 30 days, the coefficient of variation of Advanced is 1259.5. The daily returns are destributed with a variance of 5.71 and standard deviation of 2.39. The mean deviation of Advanced Energy Industries Inc is currently at 1.51. For similar time horizon, the selected benchmark (S&P 500) has volatility of 0.56

	(alpha)	=	1.73	Details
	(beta)	=	1.73	Details
	(volatility)	=	2.39	Details

Actual Return Volatility

Advanced Energy Industries Inc inherits 2.39% risk (volatility on return distribution) over the 30 days horizon. S&P 500 shows 0.56% volatility of returns over 30 trading days.