Macroaxis considers Sprint not very risky given 1 month investment horizon. Sprint owns Efficiency Ratio (i.e. Sharpe Ratio) of 0.3691 which indicates Sprint had 0.3691% of return per unit of risk over the last 1 month. Our philosophy towards measuring volatility of a stock is to use all available market data together with company specific technical indicators that cannot be diversified away. We have found twenty-one technical indicators for Sprint Corporation which you can use to evaluate future volatility of the company. Please operate Sprint Semi Deviation of 0.2699, Coefficient Of Variation of 246.03 and Risk Adjusted Performance of 0.01 to confirm if our risk estimates are consistent with your expectations.
|Time Horizon||30 Days Login to change|
Sprint Technical Analysis
Projected Return Density Against MarketTaking into account the 30 trading days horizon, Sprint has beta of 0.0 . This entails unless we do not have required data, the returns on DOW and Sprint are completely uncorrelated. Furthermore, Sprint CorporationIt does not look like Sprint alpha can have any bearing on the equity current valuation.
Predicted Return Density