Flushing Financial Risk Analysis And Volatility

FFIC -- USA Stock  

  Buyout Trend

Macroaxis considers Flushing Financial to be not too volatile. Flushing Financial secures Sharpe Ratio (or Efficiency) of -0.0021 which denotes the organization had -0.0021% of return per unit of risk over the last 3 months. Macroaxis philosophy towards predicting 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. Flushing Financial Corporation exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to confirm Flushing Financial Mean Deviation of 1.21 and Coefficient Of Variation of (10,700) to check risk estimate we provide.

90 Days Market Risk

Not too volatile

Chance of Distress in 24 months

Close to average

90 Days Economic Sensitivity

Follows market closely
Horizon     30 Days    Login   to change

Flushing Financial Market Sensitivity

As returns on market increase, Flushing Financial returns are expected to increase less than the market. However during bear market, the loss on holding Flushing Financial will be expected to be smaller as well.
3 Months Beta |Analyze Flushing Financial Demand Trend
Check current 30 days Flushing Financial correlation with market (DOW)
β = 0.761

Flushing Financial Central Daily Price Deviation

Flushing Financial Technical Analysis

Transformation
The output start index for this execution was zero with a total number of output elements of sixty-one. Flushing Financial Typical Price indicator is an average of each day price and can be used instead of closing price when creating different Flushing Financial moving average lines. View also all equity analysis or get more info about typical price price transform indicator.

Flushing Financial Projected Return Density Against Market

Given the investment horizon of 30 days, Flushing Financial has beta of 0.761 suggesting as returns on market go up, Flushing Financial average returns are expected to increase less than the benchmark. However during bear market, the loss on holding Flushing Financial Corporation will be expected to be much smaller as well. Additionally, The company has a negative alpha implying that the risk taken by holding this equity is not justified. Flushing Financial is significantly underperforming DOW.
 Predicted Return Density 
      Returns 
Given the investment horizon of 30 days, the coefficient of variation of Flushing Financial is -47321.28. The daily returns are destributed with a variance of 2.62 and standard deviation of 1.62. The mean deviation of Flushing Financial Corporation is currently at 1.23. For similar time horizon, the selected benchmark (DOW) has volatility of 0.98
α
Alpha over DOW
=0.007
β
Beta against DOW=0.76
σ
Overall volatility
=1.62
Ir
Information ratio =0.0008

Flushing Financial Return Volatility

the company inherits 1.62% risk (volatility on return distribution) over the 30 days horizon. the entity inherits 0.989% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Flushing Financial Investment Opportunity

Flushing Financial Corporation has a volatility of 1.62 and is 1.64 times more volatile than DOW. 14  of all equities and portfolios are less risky than Flushing Financial. Compared to the overall equity markets, volatility of historical daily returns of Flushing Financial Corporation is lower than 14 () of all global equities and portfolios over the last 30 days. Use Flushing Financial Corporation to enhance returns of your portfolios. The stock experiences moderate upward volatility. Check odds of Flushing Financial to be traded at $23.96 in 30 days. . As returns on market increase, Flushing Financial returns are expected to increase less than the market. However during bear market, the loss on holding Flushing Financial will be expected to be smaller as well.

Flushing Financial correlation with market

correlation synergy
Very weak diversification
Overlapping area represents the amount of risk that can be diversified away by holding Flushing Financial Corp. and equity matching DJI index in the same portfolio.

Flushing Financial Current Risk Indicators

Flushing Financial Suggested Diversification Pairs

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