Gartner Risk Analysis And Volatility Evaluation

IT -- USA Stock  

USD 153.19  0.86  0.56%

Macroaxis considers Gartner not too risky given 1 month investment horizon. Gartner holds Efficiency (Sharpe) Ratio of 0.3194 which attests that Gartner had 0.3194% 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 stock specific technical indicators that cannot be diversified away. We have found twenty-one technical indicators for Gartner which you can use to evaluate future volatility of the corporation. Please utilize Gartner Downside Deviation of 0.9916, Market Risk Adjusted Performance of 0.87 and Risk Adjusted Performance of 0.1297 to validate if our risk estimates are consistent with your expectations.
Horizon     30 Days    Login   to change

Gartner Market Sensitivity

As returns on market increase, returns on owning Gartner are expected to decrease at a much smaller rate. During bear market, Gartner is likely to outperform the market.
One Month Beta |Analyze Gartner Demand Trend
Check current 30 days Gartner correlation with market (DOW)
β = -0.2949
Gartner Almost negative betaGartner Beta Legend

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.

Gartner Projected Return Density Against Market

Allowing for the 30-days total investment horizon, Gartner has beta of -0.2949 . This indicates as returns on benchmark increase, returns on holding Gartner are expected to decrease at a much smaller rate. During bear market, however, Gartner is likely to outperform the market. Moreover, Gartner has an alpha of 0.2882 implying that it can potentially generate 0.2882% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
Allowing for the 30-days total investment horizon, the coefficient of variation of Gartner is 313.11. The daily returns are destributed with a variance of 0.74 and standard deviation of 0.86. The mean deviation of Gartner is currently at 0.66. For similar time horizon, the selected benchmark (DOW) has volatility of 0.39
α
Alpha over DOW
=0.29
β
Beta against DOW=0.29
σ
Overall volatility
=0.86
Ir
Information ratio =0.20

Gartner Return Volatility

Gartner accepts 0.8592% volatility on return distribution over the 30 days horizon. DOW inherits 0.3914% 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

Almost neglects market

Investment Outlook

Gartner Investment Opportunity

Gartner has a volatility of 0.86 and is 2.21 times more volatile than DOW. 7% 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 7 (%) of all global equities and portfolios over the last 30 days. Use Gartner to protect against small markets fluctuations. The stock experiences moderate downward daily trend and can be a good diversifier. Check odds of Gartner to be traded at $150.13 in 30 days. As returns on market increase, returns on owning Gartner are expected to decrease at a much smaller rate. During bear market, Gartner is likely to outperform the market.

Gartner correlation with market

Good diversification
Overlapping area represents the amount of risk that can be diversified away by holding Gartner Inc and equity matching DJI index in the same portfolio.

Gartner Volatility Indicators

Gartner Current Risk Indicators

Please also check Risk vs Return Analysis. Please also try Portfolio Rebalancing module to analyze risk-adjusted returns against different time horizons to find asset-allocation targets.
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