Gartner Risk Analysis

Gartner Inc -- USA Stock  

USD 124.78  0.5  0.4%

We consider Gartner not too risky. Gartner Inc holds Efficiency (Sharpe) Ratio of 0.0622 which attests that Gartner Inc had 0.0622% 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. We have found twenty-eight technical indicators for Gartner Inc which you can use to evaluate future volatility of the corporation. Please check out Gartner Downside Deviation of 0.7531, Market Risk Adjusted Performance of 0.1531 and Risk Adjusted Performance of 0.034 to validate if risk estimate we provide are consistent with the epected return of 0.0438%.
Investment Horizon     30 Days    Login   to change

Gartner Market Sensitivity

As returns on market increase, Gartner returns are expected to increase less than the market. However during bear market, the loss on holding Gartner will be expected to be smaller as well.
One Month Beta |Analyze Gartner Inc Demand Trend
Check current 30 days Gartner correlation with market (DOW)
β = 0.4321
Gartner Small BetaGartner Inc Beta Legend

Projected Return Density Against Market

Allowing for the 30-days total investment horizon, Gartner has beta of 0.4321 . This indicates as returns on market go up, Gartner average returns are expected to increase less than the benchmark. However during bear market, the loss on holding Gartner Inc will be expected to be much smaller as well. Additionally, Gartner Inc has a negative alpha implying that the risk taken by holding this equity is not justified. The company is significantly underperforming DOW
 Predicted Return Density 
      Returns 
Allowing for the 30-days total investment horizon, the coefficient of variation of Gartner is 1606.75. The daily returns are destributed with a variance of 0.49 and standard deviation of 0.7. The mean deviation of Gartner Inc is currently at 0.5. For similar time horizon, the selected benchmark (DOW) has volatility of 0.27
α
Alpha over DOW
=0.02
βBeta against DOW=0.43
σ
Overall volatility
=0.7
 IrInformation ratio =0.17

Actual Return Volatility

Gartner Inc accepts 0.7031% volatility on return distribution over the 30 days horizon. DOW inherits 0.2576% 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

Below average

30 Days Economic Sensitivity

Slowly supersedes market

Total Debt

Gartner Inc Total Debt History

Total Debt

Largest Trends

Gartner Largest Period Trend
 123.74 
  
 122.18 
1.56  1.26%
Lowest period price (30 days)
 123.73 
  
 125.28 
1.55  1.25%
Highest period price (30 days)

Investment Outlook

Gartner Investment Opportunity
Gartner Inc has a volatility of 0.7 and is 2.69 times more volatile than DOW. 6% of all equities and portfolios are less risky than Gartner. Compared to the overall equity markets, volatility of historical daily returns of Gartner Inc is lower than 6 (%) of all global equities and portfolios over the last 30 days. Use Gartner Inc to protect against small markets fluctuations. The stock experiences normal downward trend and little activity. Check odds of Gartner to be traded at $123.53 in 30 days. As returns on market increase, Gartner returns are expected to increase less than the market. However during bear market, the loss on holding Gartner will be expected to be smaller as well.

Gartner correlation with market

Average 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.