Macroaxis: Personalized Investing

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CGUIY    FNMFO    FNMFO    JAPAF    Benchmark  United States  NYSE  10,875   9.9912 Index Moved Up 0.092%  


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ACREX risk analysis  

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Macroaxis considers ACREX to be abnormally risky. ACREX VENTURES LTD secures Sharpe Ratio (or Efficiency) of -0.2425 which signifies that ACREX VENTURES LTD had -0.2425% of return per unit of risk over the last 1 month. Macroaxis approach towards foreseeing risk of any stock is to look at both systematic and un-systematic factors of the business, including all available market data and technical indicators. ACREX VENTURES LTD exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to confirm ACREX VENTURES LTD Mean Deviation of 17.49 and Coefficient Of Variation of 575.0 to double-check risk estimate we provide.
Investment horizon:  
  30 Days    Login   to change

Projected Return Density against Market

Assuming 30 trading days horizon, ACREX VENTURES LTD has beta of -22.2434 . This suggests as returns on its benchmark rise, returns on holding ACREX VENTURES LTD are expected to decrease by similarly larger amounts. On the other hand, during market turmoils, ACREX is expected to outperform its benchmark. In addition to that, ACREX VENTURES LTD has an alpha of 5.6928 implying that it can potentially generate 5.6928% excess return over NYSE after adjusting for the inherited market risk (beta).
Predicted Return Density  
Benchmark  Embed   Returns 
Assuming 30 trading days horizon, the coefficient of variation of ACREX is -412.31. The daily returns are destributed with a variance of 65.36 and standard deviation of 8.08. The mean deviation of ACREX VENTURES LTD is currently at 3.69. For similar time horizon, the selected benchmark (NYSE) has volatility of 0.86
αAlpha over NYSE= 5.69 
βBeta against NYSE=(22.24)
σOverall volatility= 8.08 
 iInformation ratio = 0.18 

Actual Return Volatility

ACREX VENTURES LTD accepts 8.0845% volatility on return distribution over the 30 days horizon. NYSE inherits 0.8393% risk (volatility on return distribution) over the 30 days horizon.
Daily Returns (%)
Market   Equity   
Benchmark  Embed   Timeline 

30 Days Market Risk

Abnormally risky

Chance of Distress in 24 months

Close to average

30 Days Economic Sensitivity

Completely opposite to market

Largest Period Trend Change

July 3, 2014
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ACREX Alert!

ACREX VENTURES LTD cannot be verified agains its exchange. Please verify the symbol is currently traded on OTC Bulletin Board. If you still believe the symbol you are trying to look up is valid please let us know and we will check it as soon as possible.
Lowest period price (30 days)
February 27, 2015
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 0.03 

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Highest period price (30 days)
ACREX VENTURES LTD has a volatility of 8.08 and is 9.62 times more volatile than NYSE. 82% of all equities and portfolios are less risky than ACREX. Compared with the overall equity markets, volatility of historical daily returns of ACREX VENTURES LTD is higher than 82 (%) 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 to be traded at 0.0198 in 30 days. As returns on market increase, returns on owning ACREX are expected to decrease by larger amounts. On the other hand, during market turmoil, ACREX is expected to significantly outperform it.

ACREX correlation with market

Very good diversification
Overlapping area represents amount of risk that can be diversified away by holding ACREX VENTURES LTD and equity matching NYA index in the same portfolio

ACREX Current Risk Indicators

Risk Adjusted Performance0.1592
Market Risk Adjusted Performance(0.33)
Mean Deviation17.49
Coefficient Of Variation575.0
Standard Deviation43.56
Variance1897.55
Information Ratio0.1756

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