Gartner Risk Analysis And Volatility Evaluation

IT -- USA Stock  

USD 132.25  1.98  1.48%

Macroaxis considers Gartner not too risky given 1 month investment horizon. Gartner holds Efficiency (Sharpe) Ratio of 0.3723 which attests that Gartner had 0.3723% of return per unit of risk over the last 1 month. Our philosophy towards determining volatility of a stock is to use all available market data together with company specific technical indicators that cannot be diversified away. By evaluating Gartner technical indicators you can presently evaluate if the expected return of 0.5602% is justified by implied risk. Please utilize Gartner Risk Adjusted Performance of 0.01 to validate if our risk estimates are consistent with your expectations.
 Time Horizon     30 Days    Login   to change

Gartner Technical Analysis

Transformation
The output start index for this execution was zero with a total number of output elements of seventeen. Gartner Average Price is the average of the sum of open, high, low and close daily prices of a bar. It can be used to smooth an indicator that normally takes just the closing price as input. View also all equity analysis or get more info about average price price transform indicator.

Projected Return Density Against Market

Allowing for the 30-days total investment horizon, Gartner has beta of 0.0 . This indicates unless we do not have required data, the returns on DOW and Gartner are completely uncorrelated. Furthermore, GartnerIt does not look like Gartner alpha can have any bearing on the equity current valuation.
 Predicted Return Density 
      Returns 
Allowing for the 30-days total investment horizon, the coefficient of variation of Gartner is 268.63. The daily returns are destributed with a variance of 2.26 and standard deviation of 1.5. The mean deviation of Gartner is currently at 0.95. 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
=1.50
Ir
Information ratio =0.37

Actual Return Volatility

Gartner accepts 1.505% volatility on return distribution over the 30 days horizon. DOW inherits 1.4388% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Gartner Volatility Factors

30 Days Market Risk

Not too risky

Chance of Distress in 24 months

30 Days Economic Sensitivity

Market Insensitive

Investment Outlook

Gartner Investment Opportunity
Gartner has a volatility of 1.51 and is 1.05 times more volatile than DOW. 13% of all equities and portfolios are less risky than Gartner. Compared to the overall equity markets, volatility of historical daily returns of Gartner is lower than 13 (%) of all global equities and portfolios over the last 30 days.

Total Debt

Gartner Total Debt History

Total Debt

Volatility Indicators

Gartner Current Risk Indicators
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