Mentor Graphics Risk Analysis And Volatility Evaluation

MENT -- USA Stock  

null 37.26  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-one technical indicators for Mentor Graphics which you can use to evaluate future volatility of the firm. Please verify Mentor Graphics Corporation to check out if risk estimate we provide are consistent with the epected return of 0.0%.
 Time Horizon     30 Days    Login   to change

Mentor Graphics Technical Analysis

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Projected Return Density Against Market

Given the investment horizon of 30 days, Mentor Graphics has beta of 0.0 indicating unless we do not have required data, the returns on DOW and Mentor Graphics are completely uncorrelated. Furthermore, Mentor Graphics CorporationIt does not look like Mentor Graphics alpha can have any bearing on the equity current valuation.
 Predicted Return Density 
Alpha over DOW
Beta against DOW=0.00
Overall volatility
Information ratio =0.00

Actual Return Volatility

Mentor Graphics Corporation inherits 0.0% risk (volatility on return distribution) over the 30 days horizon. DOW inherits 0.6072% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 

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


Investment Outlook

Mentor Graphics Investment Opportunity
DOW has a standard deviation of returns of 0.61 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.

Total Debt

Mentor Graphics Total Debt History

Total Debt

Volatility Indicators

Mentor Graphics Current Risk Indicators
Please see also Stocks Correlation. Please also try Portfolio Reporting module to create custom reports across your portfolios and generate quick suggestion pitch.