Pason risk analysis

Use Pason Systems Inc 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, Pason Systems Inc has beta of -0.14 . This implies as returns on benchmark increase, returns on holding Pason are expected to decrease at a much smaller rate. During bear market, however, Pason Systems Inc is likely to outperform the market. Additionally, Pason Systems Inc 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 Pason is 342.17. The daily returns are destributed with a variance of 1.5 and standard deviation of 1.22. The mean deviation of Pason Systems Inc is currently at 0.79. For similar time horizon, the selected benchmark (S&P 500) has volatility of 0.54

	(alpha)	=	(0.14)	Details
	(beta)	=	(0.14)	Details
	(volatility)	=	1.23	Details

Actual Return Volatility

Pason Systems Inc accepts 1.23% volatility on return distribution over the 30 days horizon. S&P 500 shows 0.54% volatility of returns over 30 trading days.