Projected Return Density against MarketAssuming 30 trading days horizon, Royal Reesink has beta of -0.64 . This suggests as returns on benchmark increase, returns on holding Royal are expected to decrease at a much smaller rate. During bear market, however, Royal Reesink is likely to outperform the market. Additionally, Royal Reesink has negative alpha implying that risk taken by holding this securing is not justified. The company is significantly underperforming AEX Amsterdam Assuming 30 trading days horizon, the coefficient of variation of Royal is -279.18. The daily returns are destributed with a variance of 1.93 and standard deviation of 1.39. The mean deviation of Royal Reesink is currently at 1.08. For similar time horizon, the selected benchmark (AEX Amsterdam) has volatility of 0.87
Actual Return VolatilityRoyal Reesink accepts 1.39% volatility on return distribution over the 30 days horizon. AEX Amsterdam assumes 0.94% volatility of returns over the 30 days investment horizon.
Follow Royal Volatility with Macroaxis syndicated feed, custom widget, or your favorite custom stock ticker
Royal Reesink has a volatility of 1.39 and is 1.48 times more volatile than AEX Amsterdam. 18% of all equities and portfolios are less risky than Royal. Compared with the overall equity markets, volatility of historical daily returns of Royal Reesink is lower than 18 (%) of all global equities and portfolios over the last 30 days. Use Royal Reesink to protect against small markets fluctuations. The stock experiences normal downward trend and little activity. As returns on market increase, returns on owning Royal are expected to decrease at a much smaller rate. During bear market, Royal is likely to outperform the market.
Royal correlation with market
Royal Current Risk Indicators
Suggested Divercification Pairs