CCA Industries Risk Analysis And Volatility Evaluation

CAW -- USA Stock  

USD 2.85  0.05  1.79%

Macroaxis considers CCA Industries to be risky. CCA Industries retains Efficiency (Sharpe Ratio) of -0.1137 which signifies that CCA Industries had -0.1137% of return per unit of risk over the last 1 month. Macroaxis approach to foreseeing risk of any stock is to look at both systematic and un-systematic factors of the business, including all available market data and technical indicators. CCA Industries exposes twenty-six different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to confirm CCA Industries Coefficient Of Variation of 498.34 to double-check risk estimate we provide.
 Time Horizon     30 Days    Login   to change

CCA Industries Technical Analysis

Transformation
The output start index for this execution was zero with a total number of output elements of seventeen. CCA Industries Average Price is the average of the sum of open, high, low and close daily prices of a bar. It can be used to smooth an indicator that normally takes just the closing price as input. View also all equity analysis or get more info about average price price transform indicator.

Projected Return Density Against Market

Considering 30-days investment horizon, CCA Industries has beta of 0.0 . This suggests unless we do not have required data, the returns on DOW and CCA Industries are completely uncorrelated. Furthermore, CCA IndustriesIt does not look like CCA Industries alpha can have any bearing on the equity current valuation.
 Predicted Return Density 
      Returns 
Considering 30-days investment horizon, the coefficient of variation of CCA Industries is -879.57. The daily returns are destributed with a variance of 1.89 and standard deviation of 1.37. The mean deviation of CCA Industries is currently at 1.1. For similar time horizon, the selected benchmark (DOW) has volatility of 0.0
α
Alpha over DOW
=0.00
β
Beta against DOW=0.00
σ
Overall volatility
=1.37
Ir
Information ratio =0.2

Actual Return Volatility

CCA Industries has volatility of 1.3748% on return distribution over 30 days investment horizon. DOW inherits 1.3896% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

CCA Industries Volatility Factors

30 Days Market Risk

Risky

Chance of Distress in 24 months

Very low

30 Days Economic Sensitivity

Market Insensitive

Investment Outlook

CCA Industries Investment Opportunity
DOW has a standard deviation of returns of 1.39 and is 1.01 times more volatile than CCA Industries. 12% of all equities and portfolios are less risky than CCA Industries. Compared to the overall equity markets, volatility of historical daily returns of CCA Industries is lower than 12 (%) of all global equities and portfolios over the last 30 days.

Total Debt

CCA Industries Total Debt History

Total Debt

Volatility Indicators

CCA Industries Current Risk Indicators
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