Projected Return Density against MarketAssuming 30 trading days horizon, ACREX has beta of 0.0 . This suggests unless we do not have required data, the returns on NYSE and ACREX are completely uncorrelated. Furthermore, ACREX VENTURES LTDIt does not look like ACREX alpha can have any bearing on the equity current valuation. Assuming 30 trading days horizon, the coefficient of variation of ACREX is 282.84. The daily returns are destributed with a variance of 9.223372036854776E16 and standard deviation of 3.2609544563331956E16. The mean deviation of ACREX VENTURES LTD is currently at 2.0176126330619824E16. For similar time horizon, the selected benchmark (NYSE) has volatility of 0.62
Actual Return VolatilityACREX VENTURES LTD accepts 3.2609544563331956E16% volatility on return distribution over the 30 days horizon. NYSE inherits 0.62% risk (volatility on return distribution) over the 30 days horizon.
Largest Period Trend Change
Follow ACREX Volatility with Macroaxis syndicated feed, custom widget, or your favorite custom stock ticker
ACREX VENTURES LTD has a volatility of 3.2609544563331956E16 and is 5.2596039618277352E16 times more volatile than NYSE. 96% 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 96 (%) of all global equities and portfolios over the last 30 days.
ACREX Current Risk Indicators
Suggested Divercification Pairs