Pandora risk analysis

Use Pandora Media Inc risk analysis together with your other stock asset holdings to protect against small markets fluctuations as well as to check it against diversification policy that fits your risk preferences.  Optimize Portfolio

Projected Return Density against Market

Taking into account 30 trading days horizon, Pandora Media Inc has beta of -0.04 . This implies as returns on benchmark increase, returns on holding Pandora are expected to decrease at a much smaller rate. During bear market, however, Pandora Media Inc is likely to outperform the market. Additionally, Pandora Media Inc has negative alpha implying that risk taken by holding this securing is not justified. The company is significantly underperforming S&P 500Taking into account 30 trading days horizon, the coefficient of variation of Pandora is 251.12. The daily returns are destributed with a variance of 6.97 and standard deviation of 2.64. The mean deviation of Pandora Media Inc is currently at 2.03. For similar time horizon, the selected benchmark (S&P 500) has volatility of 0.55

	(alpha)	=	(0.04)	Details
	(beta)	=	(0.04)	Details
	(volatility)	=	2.64	Details

Actual Return Volatility

Pandora Media Inc accepts 2.64% volatility on return distribution over the 30 days horizon. S&P 500 shows 0.55% volatility of returns over 30 trading days.