Royal risk analysis

Use Royal Reesink (#NL0000379303NL) risk analysis within your existing portfolios mixed with equities fromn Amsterdam 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, 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 AmsterdamAssuming 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

	(alpha)	=	(0.64)	Details
	(beta)	=	(0.64)	Details
	(volatility)	=	1.39	Details

Actual Return Volatility

Royal 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.