Hartford risk analysis

Use Hartford Stock HLS IA risk analysis concurrently with your other holdings, portfolios, and investing themes to enhance returns of your portfolios and to back test it against optimization strategy that fits your risk preferences.  Analyze Themes

Projected Return Density against Market

Assuming 30 trading days horizon, Hartford has beta of 0.93 . This indicates Hartford Stock HLS IA market returns are very sensitive to returns on the market. As the market benchmark goes up or down, Hartford is expected to follow. Moreover, Hartford Stock HLS IA has alpha of 0.93 implying that it can potentially generate 0.93% excess return over S&P 500 after adjusting for the inherited market risk (beta).Assuming 30 trading days horizon, the coefficient of variation of Hartford is 295.95. The daily returns are destributed with a variance of 0.32 and standard deviation of 0.56. The mean deviation of Hartford Stock HLS IA is currently at 0.47. For similar time horizon, the selected benchmark (S&P 500) has volatility of 0.58

	(alpha)	=	0.93	Details
	(beta)	=	0.93	Details
	(volatility)	=	0.56	Details

Actual Return Volatility

Hartford Stock HLS IA shows 0.56% volatility of returns over 30 trading days. S&P 500 shows 0.58% volatility of returns over 30 trading days.