Macroaxis considers T to be not too volatile. T owns Efficiency Ratio (i.e. Sharpe Ratio) of -0.0804 which indicates T had -0.0804% of return per unit of risk over the last 1 month. Macroaxis philosophy towards measuring risk of any stock is to look at both systematic and un-systematic factors of the business, including all available market data and technical indicators. T exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to validate T Coefficient Of Variation of
2,384 and Risk Adjusted Performance of 0.01 to confirm risk estimate we provide.
|Time Horizon||30 Days Login to change|
T Technical Analysis
Projected Return Density Against MarketTaking into account the 30 trading days horizon, T has beta of 0.0 . This entails unless we do not have required data, the returns on DOW and T are completely uncorrelated. Furthermore, TIt does not look like T alpha can have any bearing on the equity current valuation.
Predicted Return Density