National American Risk Analysis

National American University Holdings Inc -- USA Stock  

USD 1.83  0.0039  0.21%

Macroaxis considers National American to be extremely volatile. National American Un has Sharpe Ratio of -0.3473 which conveys that National American Un had -0.3473% of return per unit of risk over the last 1 month. Macroaxis philosophy towards estimating risk of any stock is to look at both systematic and un-systematic factors of the business, including all available market data and technical indicators. National American exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to verify National American University Holdings Inc Mean Deviation of 1.91 and Risk Adjusted Performance of (0.084338) to check out risk estimate we provide.
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 by larger amounts. On the other hand, during market turmoil, National American is expected to significantly outperform it.
One Month Beta |Analyze National American Un Demand Trend
Check current 30 days National American correlation with market (DOW)
β = -2.8693
National American Large Negative BetaNational American Un Beta Legend

Projected Return Density Against Market

Given the investment horizon of 30 days, National American University Holdings Inc has beta of -2.8693 indicating as returns on its benchmark rise, returns on holding National American University Holdings Inc are expected to decrease by similarly larger amounts. On the other hand, during market turmoils, National American is expected to outperform its benchmark. Additionally, National American University Holdings 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 
Given the investment horizon of 30 days, the coefficient of variation of National American is -287.91. The daily returns are destributed with a variance of 5.54 and standard deviation of 2.35. The mean deviation of National American University Holdings Inc is currently at 1.8. For similar time horizon, the selected benchmark (DOW) has volatility of 0.23
α
Alpha over DOW
=(0.62) 
βBeta against DOW=(2.87) 
σ
Overall volatility
= 2.35 
 IrInformation ratio =(0.46) 

Actual Return Volatility

National American University Holdings Inc inherits 2.3533% risk (volatility on return distribution) over the 30 days horizon. DOW inherits 0.2342% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

National American Volatility Factors

30 Days Market Risk

Extremely volatile

Chance of Distress in 24 months

30 Days Economic Sensitivity

Completely opposite to 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 2.35 and is 10.22 times more volatile than DOW. 22% 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 22 (%) 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 $1.8117 in 30 days. As returns on market increase, returns on owning National American are expected to decrease by larger amounts. On the other hand, during market turmoil, National American is expected to significantly outperform it.

National American correlation with market

Very 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.

Volatility Indicators

National American Current Risk Indicators