Curtiss Wright Risk Analysis And Volatility Evaluation

CW -- USA Stock  

USD 126.85  6.46  5.37%

Macroaxis considers Curtiss Wright to be not too risky. Curtiss Wright secures Sharpe Ratio (or Efficiency) of -0.2638 which signifies that Curtiss Wright had -0.2638% of return per unit of risk over the last 1 month. Macroaxis philosophy towards 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. Curtiss Wright Corporation exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to confirm Curtiss Wright Risk Adjusted Performance of 0.01 and Mean Deviation of 1.08 to double-check risk estimate we provide.
 Time Horizon     30 Days    Login   to change

Curtiss Wright Technical Analysis

Transformation
The output start index for this execution was zero with a total number of output elements of seventeen. Curtiss Wright 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

Allowing for the 30-days total investment horizon, Curtiss Wright has beta of 0.0 . This suggests unless we do not have required data, the returns on DOW and Curtiss Wright are completely uncorrelated. Furthermore, Curtiss Wright CorporationIt does not look like Curtiss Wright alpha can have any bearing on the equity current valuation.
 Predicted Return Density 
      Returns 
Allowing for the 30-days total investment horizon, the coefficient of variation of Curtiss Wright is -379.12. The daily returns are destributed with a variance of 2.22 and standard deviation of 1.49. The mean deviation of Curtiss Wright Corporation is currently at 1.05. 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
=1.49
Ir
Information ratio =0.31

Actual Return Volatility

Curtiss Wright Corporation accepts 1.4894% volatility on return distribution over the 30 days horizon. DOW inherits 0.5777% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Curtiss Wright Volatility Factors

30 Days Market Risk

Not too risky

Chance of Distress in 24 months

30 Days Economic Sensitivity

Market Insensitive

Investment Outlook

Curtiss Wright Investment Opportunity
Curtiss Wright Corporation has a volatility of 1.49 and is 2.57 times more volatile than DOW. 13% of all equities and portfolios are less risky than Curtiss Wright. Compared to the overall equity markets, volatility of historical daily returns of Curtiss Wright Corporation is lower than 13 (%) of all global equities and portfolios over the last 30 days.

Total Debt

Curtiss Wright Total Debt History

Total Debt

Volatility Indicators

Curtiss Wright Current Risk Indicators
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