Belk risk analysis

Use Belk Inc risk analysis together with your otc equity portfolios to protect against small markets fluctuations and to determine OTC Equity optimization strategy that fits your criteria.  Suggest Portfolio

Projected Return Density against Market

Assuming 30 trading days horizon, Belk has beta of 0.02 . This suggests as returns on market go up, Belk avarage returns are expected to increase less than the benchmark. However during bear market, the loss on holding Belk Inc will be expected to be much smaller as well. Moreover, Belk Inc has alpha of 0.02 implying that it can potentially generate 0.02% excess return over S&P 500 after adjusting for the inherited market risk (beta).Assuming 30 trading days horizon, the coefficient of variation of Belk is 650.41. The daily returns are destributed with a variance of 0.12 and standard deviation of 0.35. The mean deviation of Belk Inc is currently at 0.14. For similar time horizon, the selected benchmark (S&P 500) has volatility of 0.57

	(alpha)	=	0.02	Details
	(beta)	=	0.02	Details
	(volatility)	=	0.35	Details

Actual Return Volatility

Belk Inc accepts 0.35% volatility on return distribution over the 30 days horizon. S&P 500 shows 0.57% volatility of returns over 30 trading days.