Biostar risk analysis

Use Biostar Pharmaceuticals Inc risk analysis together with your stock portfolios to enhance returns of your portfolios and to determine Stock optimization strategy that fits your criteria.  Suggest Portfolio

Projected Return Density against Market

Given investment horizon of 30 days, Biostar Pharmaceuticals Inc has beta of -0.74 . This suggests as returns on benchmark increase, returns on holding Biostar are expected to decrease at a much smaller rate. During bear market, however, Biostar Pharmaceuticals Inc is likely to outperform the market. Additionally, Biostar Pharmaceuticals Inc has negative alpha implying that risk taken by holding this securing is not justified. The company is significantly underperforming S&P 500Given investment horizon of 30 days, the coefficient of variation of Biostar is -1389.69. The daily returns are destributed with a variance of 24.21 and standard deviation of 4.92. The mean deviation of Biostar Pharmaceuticals Inc is currently at 3.97. For similar time horizon, the selected benchmark (S&P 500) has volatility of 0.54

	(alpha)	=	(0.74)	Details
	(beta)	=	(0.74)	Details
	(volatility)	=	4.92	Details

Actual Return Volatility

Biostar Pharmaceuticals Inc inherits 4.92% risk (volatility on return distribution) over the 30 days horizon. S&P 500 shows 0.55% volatility of returns over 30 trading days.