ACREX VENTURES Risk Analysis

  
    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 VENTURES LTD has beta of -0.8626 . This suggests Moreover, ACREX VENTURES LTD has an alpha of 0.2567 implying that it can potentially generate 0.2567% excess return over NYSE after adjusting for the inherited market risk (beta).
     Predicted Return Density 
    Benchmark  Embed   Returns 
    α
    Alpha over NYSE
    = 0.26 
    βBeta against NYSE=(0.86)
    σ
    Overall volatility
    = 0.00 
     IrInformation ratio = 0.21 

    Actual Return Volatility

    ACREX VENTURES LTD accepts 0.0% volatility on return distribution over the 30 days horizon. NYSE inherits 0.4096% risk (volatility on return distribution) over the 30 days horizon.
     Daily Returns (%) 
    Benchmark  Embed   Timeline 
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    Largest Trends
    ACREX VENTURES Largest Period Trend
    Investment Outlook
    ACREX VENTURES Investment Opportunity
    NYSE has a standard deviation of returns of 0.41 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 bb equity experiences normal downward fluctuation but is a risky buy. Check odds of ACREX VENTURES to be traded at 0.021 in 30 days.

    ACREX VENTURES 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
    Volatility Indicators
    ACREX VENTURES Current Risk Indicators