Telef risk analysis

Use Telef (#ES0178430E18AR) 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 Market

Assuming 30 trading days horizon, the stock has beta cooficient of 22.9 . This entails as the benchmark fluctuates upward, the company is expected to outperform it on average. However, if the benchmark returns are expected to be negative, Telef will likely underperform. In addition to that, Telef has alpha of 22.9 implying that it can potentially generate 22.9% excess return over S&P 500 after adjusting for the inherited market risk (beta).Assuming 30 trading days horizon, the coefficient of variation of Telef is 360.84. The daily returns are destributed with a variance of 58753.33 and standard deviation of 242.39. The mean deviation of Telef is currently at 137.86. For similar time horizon, the selected benchmark (S&P 500) has volatility of 0.57

	(alpha)	=	22.90	Details
	(beta)	=	22.90	Details
	(volatility)	=	242.39	Details

Actual Return Volatility

Telef assumes 242.39% volatility of returns over the 30 days investment horizon. S&P 500 shows 0.57% volatility of returns over 30 trading days.