Sprint Risk Analysis And Volatility Evaluation

S -- USA Stock  

USD 5.49  0.04  0.72%

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

Transformation
The output start index for this execution was zero with a total number of output elements of seventeen. Sprint Average Price is the average of the sum of open, high, low and close daily prices of a bar. It can be used to smooth an indicator that normally takes just the closing price as input. View also all equity analysis or get more info about average price price transform indicator.

Projected Return Density Against Market

Taking 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 
      Returns 
Taking into account the 30 trading days horizon, the coefficient of variation of Sprint is 270.95. The daily returns are destributed with a variance of 0.82 and standard deviation of 0.91. The mean deviation of Sprint Corporation is currently at 0.74. For similar time horizon, the selected benchmark (DOW) has volatility of 0.0
α
Alpha over DOW
=0.00
β
Beta against DOW=0.00
σ
Overall volatility
=0.91
Ir
Information ratio =0.41

Actual Return Volatility

Sprint Corporation accepts 0.9055% volatility on return distribution over the 30 days horizon. DOW inherits 1.39% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Sprint Volatility Factors

30 Days Market Risk

Not very risky

Chance of Distress in 24 months

Below average

30 Days Economic Sensitivity

Market Insensitive

Investment Outlook

Sprint Investment Opportunity
DOW has a standard deviation of returns of 1.39 and is 1.53 times more volatile than Sprint Corporation. 8% of all equities and portfolios are less risky than Sprint. Compared to the overall equity markets, volatility of historical daily returns of Sprint Corporation is lower than 8 (%) of all global equities and portfolios over the last 30 days.

Total Debt

Sprint Total Debt History

Total Debt

Volatility Indicators

Sprint Current Risk Indicators
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