ACREX Risk Analysis

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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 LTD 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%.
Investment Horizon     30 Days    Login   to change

Projected Return Density Against Market

Assuming 30 trading days horizon, ACREX has beta of 0.07 . This suggests as returns on market go up, ACREX average returns are expected to increase less than the benchmark. However during bear market, the loss on holding ACREX VENTURES LTD will be expected to be much smaller as well. Moreover, ACREX VENTURES LTD has an alpha of 0.2917 implying that it can potentially generate 0.2917% excess return over NYSE after adjusting for the inherited market risk (beta).
Predicted Return Density  
Benchmark  Embed   Returns 
α
Alpha over NYSE
= 0.29 
βBeta against NYSE= 0.07 
σ
Overall volatility
= 0.00 
 iInformation ratio = 0.53 

Actual Return Volatility

ACREX VENTURES LTD accepts 0.0% volatility on return distribution over the 30 days horizon. NYSE inherits 1.5535% risk (volatility on return distribution) over the 30 days horizon.
Daily Returns (%)
Market   Equity   
Benchmark  Embed   Timeline 

30 Days Market Risk

Not too risky

Chance of Distress in 24 months

Close to average

30 Days Economic Sensitivity

Barely shadows market

Largest Period Trend Change

April 14, 2015
 0.02 
  
 0.02 

0.00

  

0.00%

Lowest period price (30 days)
April 20, 2015
 0.02 
  
 0.02 

0.00

  

0.00%

Highest period price (30 days)

Investment Outlook

NYSE has a standard deviation of returns of 1.55 and is 9.223372036854776E16 times more volatile than ACREX VENTURES LTD. 0% of all equities and portfolios are less risky than ACREX. 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 to be traded at 0.021 in 30 days. As returns on market increase, ACREX returns are expected to increase less than the market. However during bear market, the loss on holding ACREX will be expected to be smaller as well.

ACREX correlation with market

Significant 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 Performance0.3364
Market Risk Adjusted Performance3.76
Mean Deviation0.5207
Coefficient Of Variation469.04
Standard Deviation1.28
Variance1.64
Information Ratio0.5294

Suggested Divercification Pairs