Macroaxis: Personalized Investing

Personalized Investing and

Digital Wealth Optimization

CGUIY    FNMFO    TEVA    FNMFO    Benchmark  United States  NYSE  11,193   1.45  0.01% 


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ACREX risk analysis  

0.0212  0.00  0.00%
    
ACREX is abnormally risky given 1 month investment horizon. ACREX VENTURES LTD secures Sharpe Ratio (or Efficiency) of 0.4082 which signifies that ACREX VENTURES LTD had 0.4082% of return per unit of risk over the last 1 month. Our approach towards foreseeing risk of a stock is to use both market data as well as company specific technical data. We found twenty-one different technical indicators which can help you to evaluate if expected returns of 1.0% are justified by taking the suggested risk. Use ACREX Mean Deviation of 2.92 and Coefficient Of Variation of (586) to evaluate company specific risk that cannot be diversified away.
Investment horizon:  
  30 Days    Login   to change

Projected Return Density against Market

Assuming 30 trading days horizon, the otc equity has beta coefficient of 1.23 . 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, ACREX will likely underperform. Additionally, ACREX VENTURES LTD has a negative alpha implying that the risk taken by holding this equity is not justified. The company is significantly underperforming NYSE
Predicted Return Density  
Benchmark  Embed   Returns 
Assuming 30 trading days horizon, the coefficient of variation of ACREX is 244.95. The daily returns are destributed with a variance of 6.0 and standard deviation of 2.45. The mean deviation of ACREX VENTURES LTD is currently at 1.67. For similar time horizon, the selected benchmark (NYSE) has volatility of 0.49
αAlpha over NYSE=(1.41)
βBeta against NYSE= 1.23 
σOverall volatility= 2.45 
 iInformation ratio =(0.19)

Actual Return Volatility

ACREX VENTURES LTD accepts 2.4495% volatility on return distribution over the 30 days horizon. NYSE inherits 0.4868% 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

Totally responsive to market

Largest Period Trend Change

March 5, 2015
 0.02 
  
 0.02 

0.00

  

0.00%

Lowest period price (30 days)
February 27, 2015
 0.03 
  
 0.03 

0.00

  

0.00%

Highest period price (30 days)
ACREX VENTURES LTD has a volatility of 2.45 and is 5.0 times more volatile than NYSE. 24% 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 lower than 24 (%) 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 market goes up, the company is expected to significantly outperform it. However, if the market returns are negative, ACREX will likely underperform.

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 Performance(0.07)
Market Risk Adjusted Performance(1.01)
Mean Deviation2.92
Coefficient Of Variation(586)
Standard Deviation7.28
Variance53.01
Information Ratio(0.19)

Suggested Divercification Pairs

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