0.0212 0.00 0.00%
Our approach towards foreseeing volatility of a stock is to use all available market data together with company specific technical indicators that cannot be diversified away. We have found twenty-one technical indicators for ACREX VENTURES LTD which you can use to evaluate future volatility of the entity. Please confirm ACREX VENTURES Mean Deviation of 0.5207 and Coefficient Of Variation of 469.04 to double-check if risk estimate we provide are consistent with the epected return of 0.0%.
Projected Return Density Against MarketAssuming 30 trading days horizon, ACREX VENTURES LTD has beta of -0.1455 . This suggests as returns on benchmark increase, returns on holding ACREX VENTURES are expected to decrease at a much smaller rate. During bear market, however, ACREX VENTURES LTD is likely to outperform the market. Moreover, ACREX VENTURES LTD has an alpha of 0.283 implying that it can potentially generate 0.283% excess return over NYSE after adjusting for the inherited market risk (beta).
Predicted Return Density
Actual Return VolatilityACREX VENTURES LTD accepts 0.0% volatility on return distribution over the 30 days horizon. NYSE inherits 1.1153% risk (volatility on return distribution) over the 30 days horizon.
|Daily Returns (%)|
30 Days Market Risk
Not too risky
Chance of Distress in 24 months
Close to average
30 Days Economic Sensitivity
Indifferent to market move
Largest Period Trend Change
|April 14, 2015|
|Lowest period price (30 days)|
|April 20, 2015|
|Highest period price (30 days)|
NYSE has a standard deviation of returns of 1.12 and is 9.223372036854776E16 times more volatile than ACREX VENTURES LTD. 0% of all equities and portfolios are less risky than ACREX VENTURES. Compared to the overall equity markets, volatility of historical daily returns of ACREX VENTURES LTD is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use ACREX VENTURES LTD to protect against small markets fluctuations. The otc equity experiences normal downward fluctuation but is a risky buy. Check odds of ACREX VENTURES to be traded at 0.021 in 30 days. As returns on market increase, returns on owning ACREX VENTURES are expected to decrease at a much smaller rate. During bear market, ACREX VENTURES is likely to outperform the market.
ACREX VENTURES correlation with market
ACREX VENTURES Current Risk Indicators
|Risk Adjusted Performance||0.2445|
|Market Risk Adjusted Performance||(1.80)|
|Coefficient Of Variation||469.04|