Equity One Risk Analysis

Equity One Inc -- USA Stock  

 30.85  0.65  2.06%

Our philosophy towards 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-one technical indicators for Equity One Inc which you can use to evaluate future volatility of the firm. Please confirm Equity One Inc Coefficient Of Variation of (17,933) and Mean Deviation of 0.8679 to check if risk estimate we provide are consistent with the epected return of 0.0%.
Investment Horizon     30 Days    Login   to change

Equity One Market Sensitivity

As returns on market increase, Equity One returns are expected to increase less than the market. However during bear market, the loss on holding Equity One will be expected to be smaller as well.
One Month Beta |Analyze Equity One Inc Demand Trend
Check current 30 days Equity One correlation with market (DOW)
β = 0.4434
Equity One Small BetaEquity One Inc Beta Legend

Projected Return Density Against Market

Considering 30-days investment horizon, Equity One has beta of 0.4434 suggesting as returns on market go up, Equity One average returns are expected to increase less than the benchmark. However during bear market, the loss on holding Equity One Inc will be expected to be much smaller as well. Additionally, Equity One Inc has a negative alpha implying that the risk taken by holding this equity is not justified. The company is significantly underperforming DOW
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.1
βBeta against DOW=0.44
σ
Overall volatility
=0.00
 IrInformation ratio =0.18

Actual Return Volatility

Equity One Inc has volatility of 0.0% on return distribution over 30 days investment horizon. DOW inherits 0.2576% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Equity One Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity

Unaffected

Total Debt

Equity One Inc Total Debt History

Total Debt

Largest Trends

Equity One Largest Period Trend
 0.00 
  
 0.00 
0.00  ?%
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Lowest period price (30 days)
 31.88 
  
 32.22 
0.34  1.07%
Highest period price (30 days)

Investment Outlook

Equity One Investment Opportunity
DOW has a standard deviation of returns of 0.26 and is 9.223372036854776E16 times more volatile than Equity One Inc. 0% of all equities and portfolios are less risky than Equity One. Compared to the overall equity markets, volatility of historical daily returns of Equity One Inc is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use Equity One Inc to protect against small markets fluctuations. The stock experiences unexpected downward movement. The market is reacting to new fundamentals. Check odds of Equity One to be traded at 29.62 in 30 days. As returns on market increase, Equity One returns are expected to increase less than the market. However during bear market, the loss on holding Equity One will be expected to be smaller as well.

Equity One correlation with market

Average diversification
Overlapping area represents the amount of risk that can be diversified away by holding Equity One Inc and equity matching DJI index in the same portfolio.

Volatility Indicators

Equity One Current Risk Indicators