National American Risk Analysis

National American University Holdings Inc -- USA Stock  

USD 1.41  0.0011  0.078%

Macroaxis considers National American abnormally risky given 1 month investment horizon. National American Un has Sharpe Ratio of 0.0859 which conveys that National American Un had 0.0859% of return per unit of risk over the last 1 month. 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 National American which you can use to evaluate future volatility of the firm. Please exercise National American University Holdings Inc Downside Deviation of 4.26, Mean Deviation of 3.68 and Risk Adjusted Performance of 0.1029 to check out if our risk estimates are consistent with your expectations.
Investment Horizon     30 Days    Login   to change

National American Market Sensitivity

As returns on market increase, returns on owning National American are expected to decrease at a much smaller rate. During bear market, National American is likely to outperform the market.
One Month Beta |Analyze National American Un Demand Trend
Check current 30 days National American correlation with market (DOW)
β = -0.2155
National American Almost negative betaNational American Un Beta Legend

National American Un Technical Analysis

Transformation
The output start index for this execution was zero with a total number of output elements of seventeen. National American Un 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

Given the investment horizon of 30 days, National American University Holdings Inc has beta of -0.2155 indicating as returns on benchmark increase, returns on holding National American are expected to decrease at a much smaller rate. During bear market, however, National American University Holdings Inc is likely to outperform the market. Moreover, National American University Holdings Inc has an alpha of 0.9149 implying that it can potentially generate 0.9149% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
Given the investment horizon of 30 days, the coefficient of variation of National American is 1163.54. The daily returns are destributed with a variance of 16.3 and standard deviation of 4.04. The mean deviation of National American University Holdings Inc is currently at 3.14. For similar time horizon, the selected benchmark (DOW) has volatility of 0.5
α
Alpha over DOW
=0.91
βBeta against DOW=0.22
σ
Overall volatility
=4.04
 IrInformation ratio =0.14

Actual Return Volatility

National American University Holdings Inc inherits 4.0377% risk (volatility on return distribution) over the 30 days horizon. DOW inherits 0.4723% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

National American Volatility Factors

30 Days Market Risk

Abnormally risky

Chance of Distress in 24 months

Below average

30 Days Economic Sensitivity

Almost neglects market

Total Debt

National American Un Total Debt History

Total Debt

Largest Trends

National American Largest Period Trend

Investment Outlook

National American Investment Opportunity
National American University Holdings Inc has a volatility of 4.04 and is 8.6 times more volatile than DOW. 37% of all equities and portfolios are less risky than National American. Compared to the overall equity markets, volatility of historical daily returns of National American University Holdings Inc is lower than 37 (%) of all global equities and portfolios over the last 30 days. Use National American University Holdings Inc to protect against small markets fluctuations. The stock experiences normal downward trend and little activity. Check odds of National American to be traded at $1.3959 in 30 days. As returns on market increase, returns on owning National American are expected to decrease at a much smaller rate. During bear market, National American is likely to outperform the market.

National American correlation with market

Good diversification
Overlapping area represents the amount of risk that can be diversified away by holding National American University H and equity matching DJI index in the same portfolio.