RHG Limited risk analysis
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Use RHG Limited (#AU000000RHG9AU) 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 MarketAssuming 30 trading days horizon, the stock has beta cooficient of 1.64 . This implies as the benchmark fluctuates upward, the company is expected to outperform it on average. However, if the benchmark returns are expected to be negative, RHG Limited will likely underperform. In addition to that, RHG Limited has alpha of 1.64 implying that it can potentially generate 1.64% excess return over S&P 500 after adjusting for the inherited market risk (beta).
Actual Return VolatilityRHG Limited assumes 2.49% volatility of returns over the 30 days investment horizon. S&P 500 shows 0.53% volatility of returns over 30 trading days. |
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RHG Limited has a volatility of 2.49 and is 3.95 times more volatile than All Ords. 32% of all equities and portfolios are less risky than RHG Limited. Compared with the overall equity markets, volatility of historical daily returns of RHG Limited is lower than 32 (%) of all global equities and portfolios over the last 30 days. Use RHG Limited to protect against small markets fluctuations. The stock experiences normal downward trend, but the immediate impact on correlations cannot be determined at the moment . As market goes up, the company is expected to significantly outperform it. However, if the market returns are negative, RHG Limited will likely underperform. RHG Limited correlation with marketModest diversificationOverlapping area represents amount of risk that can be diversified away by holding RHG Limited and equity matching AORD index in the same portfolio RHG Limited Current Risk Indicators
Suggested Divercification Pairs |
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