Immunotec risk analysis

Use Immunotec Inc (#B1P77Y5CA) risk analysis together with your other stock asset holdings to protect against small markets fluctuations as well as to check it against diversification policy that fits your risk preferences.  Optimize Portfolio

Projected Return Density against Market

Assuming 30 trading days horizon, the stock has beta cooficient of 2.6 . This indicates as the benchmark fluctuates upward, the company is expected to outperform it on average. However, if the benchmark returns are expected to be negative, Immunotec will likely underperform. In addition to that, Immunotec Inc has alpha of 2.6 implying that it can potentially generate 2.6% excess return over S&P 500 after adjusting for the inherited market risk (beta).Assuming 30 trading days horizon, the coefficient of variation of Immunotec is 546.03. The daily returns are destributed with a variance of 8.79 and standard deviation of 2.97. The mean deviation of Immunotec Inc is currently at 1.48. For similar time horizon, the selected benchmark (S&P 500) has volatility of 0.57

	(alpha)	=	2.60	Details
	(beta)	=	2.60	Details
	(volatility)	=	2.96	Details

Actual Return Volatility

Immunotec Inc shows 2.96% volatility of returns over 30 trading days. S&P 500 shows 0.57% volatility of returns over 30 trading days.