Pan Hong risk analysis

Use Pan Hong Property Group Limited (#BMG6900A1163SG) 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

Assuming 30 trading days horizon, Pan Hong has beta of 0.5 . This implies as returns on market go up, Pan Hong avarage returns are expected to increase less than the benchmark. However during bear market, the loss on holding Pan Hong Property Group Limited will be expected to be much smaller as well. Moreover, Pan Hong Property Group Limited has alpha of 0.5 implying that it can potentially generate 0.5% excess return over S&P 500 after adjusting for the inherited market risk (beta).Assuming 30 trading days horizon, the coefficient of variation of Pan Hong is 458.26. The daily returns are destributed with a variance of 0.76 and standard deviation of 0.87. The mean deviation of Pan Hong Property Group Limited is currently at 0.36. For similar time horizon, the selected benchmark (S&P 500) has volatility of 0.58

	(alpha)	=	0.50	Details
	(beta)	=	0.50	Details
	(volatility)	=	0.87	Details

Actual Return Volatility

Pan Hong Property Group Limited assumes 0.87% volatility of returns over the 30 days investment horizon. S&P 500 shows 0.57% volatility of returns over 30 trading days.