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%.
Investment Horizon     30 Days    Login   to change

Projected Return Density Against Market

Assuming 30 trading days horizon, ACREX VENTURES LTD has beta of -0.2098 . 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 0.2658 implying that it can potentially generate 0.2658% excess return over NYSE after adjusting for the inherited market risk (beta).
Predicted Return Density  
Benchmark  Embed   Returns 
Alpha over NYSE
= 0.27 
βBeta against NYSE=(0.21)
Overall volatility
= 0.00 
 iInformation ratio = 0.19 

Actual Return Volatility

ACREX VENTURES LTD accepts 0.0% volatility on return distribution over the 30 days horizon. NYSE inherits 0.7091% 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

Almost neglects market

Largest Period Trend Change

April 14, 2015
0.00  0.00%
Lowest period price (30 days)
April 20, 2015
0.00  0.00%
Highest period price (30 days)

Investment Outlook

NYSE has a standard deviation of returns of 0.71 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

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 VENTURES Current Risk Indicators

Risk Adjusted Performance0.1625
Market Risk Adjusted Performance(1.24)
Mean Deviation0.5207
Coefficient Of Variation469.04
Standard Deviation1.28
Information Ratio0.194

Suggested Divercification Pairs