Prevedi risk analysis

Use Prevedi Sicurezza (#IT0003676282IT) 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, Prevedi has beta of 0.65 . This implies as returns on market go up, Prevedi avarage returns are expected to increase less than the benchmark. However during bear market, the loss on holding Prevedi Sicurezza will be expected to be much smaller as well. Moreover, Prevedi Sicurezza has alpha of 0.65 implying that it can potentially generate 0.65% excess return over S&P 500 after adjusting for the inherited market risk (beta).Assuming 30 trading days horizon, the coefficient of variation of Prevedi is 178.16. The daily returns are destributed with a variance of 3.78 and standard deviation of 1.94. The mean deviation of Prevedi Sicurezza is currently at 1.64. For similar time horizon, the selected benchmark (S&P 500) has volatility of 0.54

	(alpha)	=	0.65	Details
	(beta)	=	0.65	Details
	(volatility)	=	1.94	Details

Actual Return Volatility

Prevedi Sicurezza shows 1.94% volatility of returns over 30 trading days. S&P 500 shows 0.54% volatility of returns over 30 trading days.