Mentor Graphics Risk Analysis

Mentor Graphics Corporation -- USA Stock  

USD 37.25  0.00  0.00%

Our philosophy towards estimating 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 technical indicators for Mentor Graphics which you can use to evaluate future volatility of the firm. Please verify Mentor Graphics Corporation Coefficient Of Variation of 806.59, Mean Deviation of 0.0795 and Risk Adjusted Performance of 0.0259 to check out if risk estimate we provide are consistent with the epected return of 0.0%.
Investment Horizon     30 Days    Login   to change

Mentor Graphics Market Sensitivity

As returns on market increase, Mentor Graphics returns are expected to increase less than the market. However during bear market, the loss on holding Mentor Graphics will be expected to be smaller as well.
One Month Beta |Analyze Mentor Graphics Demand Trend
Check current 30 days Mentor Graphics correlation with market (DOW)
β = 0.0161
Mentor Graphics Small BetaMentor Graphics Beta Legend

Mentor Graphics Technical Analysis

Transformation
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Projected Return Density Against Market

Given the investment horizon of 30 days, Mentor Graphics has beta of 0.0161 indicating as returns on market go up, Mentor Graphics average returns are expected to increase less than the benchmark. However during bear market, the loss on holding Mentor Graphics Corporation will be expected to be much smaller as well. Moreover, Mentor Graphics Corporation has an alpha of 1.0E-4 implying that it can potentially generate 1.0E-4% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.0001
βBeta against DOW=0.0161
σ
Overall volatility
=0.00
 IrInformation ratio =1.88

Actual Return Volatility

Mentor Graphics Corporation inherits 0.0% risk (volatility on return distribution) over the 30 days horizon. DOW inherits 0.4946% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Mentor Graphics Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity

Unaffected

Total Debt

Mentor Graphics Total Debt History

Total Debt

Largest Trends

Mentor Graphics Largest Period Trend
 0.00 
  
 0.00 
0.00  ?%
Mentor Graphics Corporation cannot be verified against its exchange. Please verify the symbol is currently traded on NASDAQ. If you still believe the symbol you are trying to look up is valid please let us know and we will check it as soon as possible.
Lowest period price (30 days)
 37.24 
  
 37.26 
0.02  0.053706%
Highest period price (30 days)

Investment Outlook

Mentor Graphics Investment Opportunity
DOW has a standard deviation of returns of 0.49 and is 9.223372036854776E16 times more volatile than Mentor Graphics Corporation. 0% of all equities and portfolios are less risky than Mentor Graphics. Compared to the overall equity markets, volatility of historical daily returns of Mentor Graphics Corporation is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use Mentor Graphics Corporation to protect against small markets fluctuations. The stock experiences normal downward trend, but the immediate impact on correlations cannot be determined at the moment . Check odds of Mentor Graphics to be traded at $36.88 in 30 days. As returns on market increase, Mentor Graphics returns are expected to increase less than the market. However during bear market, the loss on holding Mentor Graphics will be expected to be smaller as well.

Mentor Graphics correlation with market

Significant diversification
Overlapping area represents the amount of risk that can be diversified away by holding Mentor Graphics Corp. and equity matching DJI index in the same portfolio.

Volatility Indicators

Mentor Graphics Current Risk Indicators