Corporation risk analysis

Use Corporation Bank (#INE112A01015IN) 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

Assuming 30 trading days horizon, Corporation has beta of 0.46 . This suggests as returns on market go up, Corporation avarage returns are expected to increase less than the benchmark. However during bear market, the loss on holding Corporation Bank will be expected to be much smaller as well. Moreover, Corporation Bank has alpha of 0.46 implying that it can potentially generate 0.46% excess return over S&P 500 after adjusting for the inherited market risk (beta).Assuming 30 trading days horizon, the coefficient of variation of Corporation is 1717.09. The daily returns are destributed with a variance of 3.46 and standard deviation of 1.86. The mean deviation of Corporation Bank is currently at 1.07. For similar time horizon, the selected benchmark (S&P 500) has volatility of 0.58

	(alpha)	=	0.46	Details
	(beta)	=	0.46	Details
	(volatility)	=	1.86	Details

Actual Return Volatility

Corporation Bank accepts 1.86% volatility on return distribution over the 30 days horizon. S&P 500 shows 0.57% volatility of returns over 30 trading days.