Carnival risk analysis

Use Carnival Corporation risk analysis together with your stock portfolios to protect against small markets fluctuations and to determine Stock optimization strategy that fits your criteria.  Suggest Portfolio

Projected Return Density against Market

Considering 30-days investment horizon, the stock has beta cooficient of 1.64 . This suggests as the benchmark fluctuates upward, the company is expected to outperform it on average. However, if the benchmark returns are expected to be negative, Carnival will likely underperform. In addition to that, Carnival Corporation has alpha of 1.64 implying that it can potentially generate 1.64% excess return over S&P 500 after adjusting for the inherited market risk (beta).Considering 30-days investment horizon, the coefficient of variation of Carnival is -5358.28. The daily returns are destributed with a variance of 2.86 and standard deviation of 1.69. The mean deviation of Carnival Corporation is currently at 1.2. For similar time horizon, the selected benchmark (S&P 500) has volatility of 0.57

	(alpha)	=	1.64	Details
	(beta)	=	1.64	Details
	(volatility)	=	1.69	Details

Actual Return Volatility

Carnival Corporation has volatility of 1.69% on return distribution over 30 days investment horizon. S&P 500 shows 0.57% volatility of returns over 30 trading days.