Broadridge Financial Risk Analysis

Broadridge Financial Solutions Inc -- USA Stock  

USD 83.67  0.69  0.82%

We consider Broadridge Financial not too risky. Broadridge Financial secures Sharpe Ratio (or Efficiency) of 0.4852 which signifies that Broadridge Financial had 0.4852% of return per unit of risk over the last 1 month. Our philosophy 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 technical indicators for Broadridge Financial Solutions Inc which you can use to evaluate future volatility of the firm. Please confirm Broadridge Financial Coefficient Of Variation of 186.61, Risk Adjusted Performance of 0.1495 and Mean Deviation of 0.3763 to double-check if risk estimate we provide are consistent with the epected return of 0.1987%.
Investment Horizon     30 Days    Login   to change

Broadridge Financial Market Sensitivity

As returns on market increase, Broadridge Financial returns are expected to increase less than the market. However during bear market, the loss on holding Broadridge Financial will be expected to be smaller as well.
One Month Beta |Analyze Broadridge Financial Demand Trend
Check current 30 days Broadridge Financial correlation with market (DOW)
β = 0.2137
Broadridge Financial Small BetaBroadridge Financial Beta Legend

Projected Return Density Against Market

Allowing for the 30-days total investment horizon, Broadridge Financial has beta of 0.2137 . This suggests as returns on market go up, Broadridge Financial average returns are expected to increase less than the benchmark. However during bear market, the loss on holding Broadridge Financial Solutions Inc will be expected to be much smaller as well. Moreover, Broadridge Financial Solutions Inc has an alpha of 0.2007 implying that it can potentially generate 0.2007% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
Allowing for the 30-days total investment horizon, the coefficient of variation of Broadridge Financial is 206.11. The daily returns are destributed with a variance of 0.17 and standard deviation of 0.41. The mean deviation of Broadridge Financial Solutions Inc is currently at 0.34. For similar time horizon, the selected benchmark (DOW) has volatility of 0.27
α
Alpha over DOW
= 0.2 
βBeta against DOW= 0.21 
σ
Overall volatility
= 0.41 
 IrInformation ratio = 0.12 

Actual Return Volatility

Broadridge Financial Solutions Inc accepts 0.4094% volatility on return distribution over the 30 days horizon. DOW inherits 0.2695% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Broadridge Financial Volatility Factors

30 Days Market Risk

Not too risky

Chance of Distress in 24 months

30 Days Economic Sensitivity

Slowly supersedes market

Total Debt

Broadridge Financial Total Debt History

Total Debt

Largest Trends

Broadridge Financial Largest Period Trend

Investment Outlook

Broadridge Financial Investment Opportunity
Broadridge Financial Solutions Inc has a volatility of 0.41 and is 1.52 times more volatile than DOW. 3% of all equities and portfolios are less risky than Broadridge Financial. Compared to the overall equity markets, volatility of historical daily returns of Broadridge Financial Solutions Inc is lower than 3 (%) of all global equities and portfolios over the last 30 days. Use Broadridge Financial Solutions Inc to protect against small markets fluctuations. The stock experiences moderate downward daily trend and can be a good diversifier. Check odds of Broadridge Financial to be traded at $82.0 in 30 days. As returns on market increase, Broadridge Financial returns are expected to increase less than the market. However during bear market, the loss on holding Broadridge Financial will be expected to be smaller as well.

Broadridge Financial correlation with market

Average diversification
Overlapping area represents the amount of risk that can be diversified away by holding Broadridge Financial Solutions and equity matching DJI index in the same portfolio.

Volatility Indicators

Broadridge Financial Current Risk Indicators