Parkson risk analysis

Use Parkson Retail Group Limited risk analysis together with your other otc 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, Parkson Retail Group Limited has beta of -2.37 . This implies as returns on its benchmark rise, returns on holding Parkson Retail Group Limited are expected to decrease by similarly larger amounts. On the other hand, during market turmoils, Parkson is expected to outperform its benchmark. Additionally, Parkson Retail Group Limited has negative alpha implying that risk taken by holding this securing is not justified. The company is significantly underperforming S&P 500Assuming 30 trading days horizon, the coefficient of variation of Parkson is -469.04. The daily returns are destributed with a variance of 18.75 and standard deviation of 4.33. The mean deviation of Parkson Retail Group Limited is currently at 1.76. For similar time horizon, the selected benchmark (S&P 500) has volatility of 0.57

	(alpha)	=	(2.37)	Details
	(beta)	=	(2.37)	Details
	(volatility)	=	4.33	Details

Actual Return Volatility

Parkson Retail Group Limited accepts 4.33% volatility on return distribution over the 30 days horizon. S&P 500 shows 0.57% volatility of returns over 30 trading days.