Artilium risk analysis

Use Artilium PLC (#GB00B1L7NQ30UK) risk analysis within your existing portfolios mixed with equities fromn London Stock Exchange 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

Assuming 30 trading days horizon, the stock has beta cooficient of 2.57 . 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, Artilium will likely underperform. In addition to that, Artilium PLC has alpha of 2.57 implying that it can potentially generate 2.57% excess return over FTSE 100 after adjusting for the inherited market risk (beta).Assuming 30 trading days horizon, the coefficient of variation of Artilium is 535.63. The daily returns are destributed with a variance of 10.53 and standard deviation of 3.25. The mean deviation of Artilium PLC is currently at 2.44. For similar time horizon, the selected benchmark (FTSE 100) has volatility of 0.52

	(alpha)	=	2.57	Details
	(beta)	=	2.57	Details
	(volatility)	=	3.25	Details

Actual Return Volatility

Artilium PLC assumes 3.25% volatility of returns over the 30 days investment horizon. FTSE 100 shows 0.52% volatility of returns over 30 trading days.