Commercial Bancshares Risk Analysis And Volatility Evaluation

CMOH -- USA Stock  

USD 54.00  0.00  0.00%

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-one technical indicators for Commercial Bancshares which you can use to evaluate future volatility of the firm. Please confirm Commercial Bancshares to double-check if risk estimate we provide are consistent with the epected return of 0.0%.
 Time Horizon     30 Days    Login   to change

Commercial Bancshares Technical Analysis

Transformation
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Projected Return Density Against Market

Given the investment horizon of 30 days, Commercial Bancshares has beta of 0.0 . This suggests unless we do not have required data, the returns on DOW and Commercial Bancshares are completely uncorrelated. Furthermore, Commercial BancsharesIt does not look like Commercial Bancshares alpha can have any bearing on the equity current valuation.
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.00
β
Beta against DOW=0.00
σ
Overall volatility
=0.00
Ir
Information ratio =0.00

Actual Return Volatility

Commercial Bancshares inherits 0.0% risk (volatility on return distribution) over the 30 days horizon. DOW inherits 0.5654% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Commercial Bancshares Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity

Unaffected

Investment Outlook

Commercial Bancshares Investment Opportunity
DOW has a standard deviation of returns of 0.57 and is 9.223372036854776E16 times more volatile than Commercial Bancshares. 0% of all equities and portfolios are less risky than Commercial Bancshares. Compared to the overall equity markets, volatility of historical daily returns of Commercial Bancshares is lower than 0 (%) of all global equities and portfolios over the last 30 days.

Volatility Indicators

Commercial Bancshares Current Risk Indicators
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