Deere Risk Analysis

Deere Company -- USA Stock  

USD 129.83  0.55  0.43%

Our philosophy in predicting 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-eight technical indicators for Deere Company which you can use to evaluate future volatility of the firm. Please confirm Deere Company to check if risk estimate we provide are consistent with the epected return of 0.0%.
Investment Horizon     30 Days    Login   to change

Projected Return Density Against Market

Allowing for the 30-days total investment horizon, Deere has beta of 0.0 suggesting unless we do not have required data, the returns on DOW and Deere are completely uncorrelated. Furthermore, Deere CompanyIt does not look like Deere alpha can have any bearing on the equity current valuation.
Alpha over DOW
βBeta against DOW=0.00
Overall volatility
 IrInformation ratio =0.00

Actual Return Volatility

Deere Company accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 0.2576% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 

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Total Debt

Deere Company Total Debt History

Total Debt

Investment Outlook

Deere Investment Opportunity
DOW has a standard deviation of returns of 0.26 and is 9.223372036854776E16 times more volatile than Deere Company. 0% of all equities and portfolios are less risky than Deere. Compared to the overall equity markets, volatility of historical daily returns of Deere Company is lower than 0 (%) of all global equities and portfolios over the last 30 days.

Volatility Indicators

Deere Current Risk Indicators