MSAD Insurance Risk Analysis

MSAD Insurance Group Holdings -- USA Stock  

USD 16.60  0.01  0.0603%

We consider MSAD Insurance not too volatile. MSAD Insurance Group retains Efficiency (Sharpe Ratio) of 0.0899 which conveys that MSAD Insurance Group had 0.0899% of return per unit of return volatility over the last 2 months. Our way of 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 MSAD Insurance which you can use to evaluate future volatility of the firm. Please verify MSAD Insurance Group Holdings Downside Deviation of 1.69, Market Risk Adjusted Performance of 0.28 and Mean Deviation of 0.8303 to check out if risk estimate we provide are consistent with the epected return of 0.1215%.
 Time Horizon     30 Days    Login   to change

MSAD Insurance Market Sensitivity

As returns on market increase, returns on owning MSAD Insurance are expected to decrease at a much smaller rate. During bear market, MSAD Insurance is likely to outperform the market.
2 Months Beta |Analyze MSAD Insurance Group Demand Trend
Check current 30 days MSAD Insurance correlation with market (DOW)
β = -0.274
MSAD Insurance Almost negative betaMSAD Insurance Group Beta Legend

MSAD Insurance Group Technical Analysis

Transformation
The output start index for this execution was zero with a total number of output elements of thirty-nine. MSAD Insurance Group 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.

Projected Return Density Against Market

Assuming 30 trading days horizon, MSAD Insurance Group Holdings has beta of -0.274 indicating as returns on benchmark increase, returns on holding MSAD Insurance are expected to decrease at a much smaller rate. During bear market, however, MSAD Insurance Group Holdings is likely to outperform the market. Moreover, MSAD Insurance Group Holdings has an alpha of 0.0694 implying that it can potentially generate 0.0694% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
Assuming 30 trading days horizon, the coefficient of variation of MSAD Insurance is 1112.53. The daily returns are destributed with a variance of 1.83 and standard deviation of 1.35. The mean deviation of MSAD Insurance Group Holdings is currently at 0.95. For similar time horizon, the selected benchmark (DOW) has volatility of 1.69
α
Alpha over DOW
=0.0694
β
Beta against DOW=0.27
σ
Overall volatility
=1.35
Ir
Information ratio =0.0913

Actual Return Volatility

MSAD Insurance Group Holdings shows 1.3512% volatility of returns over 30 trading days. DOW inherits 1.4124% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

MSAD Insurance Volatility Factors

60 Days Market Risk

Not too volatile

Chance of Distress in 24 months

Below average

60 Days Economic Sensitivity

Almost neglects market

Investment Outlook

MSAD Insurance Investment Opportunity
DOW has a standard deviation of returns of 1.41 and is 1.04 times more volatile than MSAD Insurance Group Holdings. 12% of all equities and portfolios are less risky than MSAD Insurance. Compared to the overall equity markets, volatility of historical daily returns of MSAD Insurance Group Holdings is lower than 12 (%) of all global equities and portfolios over the last 30 days. Use MSAD Insurance Group Holdings to enhance returns of your portfolios. The stock experiences normal upward fluctuation. Check odds of MSAD Insurance to be traded at $17.43 in 30 days. As returns on market increase, returns on owning MSAD Insurance are expected to decrease at a much smaller rate. During bear market, MSAD Insurance is likely to outperform the market.

MSAD Insurance correlation with market

Very good diversification
Overlapping area represents the amount of risk that can be diversified away by holding MSAD Insurance Group Holdings and equity matching DJI index in the same portfolio.
Please see also Stocks Correlation. Please also try Bollinger Bands module to use bollinger bands indicator to analyze target price for a given investing horizon.