International Business Risk Analysis And Volatility Evaluation

IBM -- USA Stock  

USD 142.63  1.35  0.96%

Macroaxis considers International Business to be not too risky. International Business holds Efficiency (Sharpe) Ratio of -0.1301 which attests that International Business had -0.1301% of return per unit of risk over the last 1 month. Macroaxis philosophy towards determining 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. International Business exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to check out International Business Risk Adjusted Performance of 0.01 to validate risk estimate we provide.
 Time Horizon     30 Days    Login   to change

International Business Technical Analysis

Transformation
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Projected Return Density Against Market

Considering 30-days investment horizon, International Business has beta of 0.0 . This indicates unless we do not have required data, the returns on DOW and International Business are completely uncorrelated. Furthermore, International Business Machines CorporationIt does not look like International Business alpha can have any bearing on the equity current valuation.
Considering 30-days investment horizon, the coefficient of variation of International Business is -768.6. The daily returns are destributed with a variance of 0.49 and standard deviation of 0.7. The mean deviation of International Business Machines Corporation is currently at 0.58. 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
=0.70
Ir
Information ratio =0.00

Actual Return Volatility

International Business Machines Corporation has volatility of 0.6975% on return distribution over 30 days investment horizon. DOW inherits 0.0% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

International Business Volatility Factors

30 Days Market Risk

Not too risky

Chance of Distress in 24 months

Below average

30 Days Economic Sensitivity

Market Insensitive

Investment Outlook

International Business Investment Opportunity
International Business Machines Corporation has a volatility of 0.7 and is 9.223372036854776E16 times more volatile than DOW. 6% of all equities and portfolios are less risky than International Business. Compared to the overall equity markets, volatility of historical daily returns of International Business Machines Corporation is lower than 6 (%) of all global equities and portfolios over the last 30 days.

Total Debt

International Business Total Debt History

Total Debt

Volatility Indicators

International Business Current Risk Indicators
Please also check Risk vs Return Analysis. Please also try Piotroski F Score module to get piotroski f score based on binary analysis strategy of nine different fundamentals.