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
Projected Return Density Against MarketAllowing 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