Target risk analysis

Use Target Corp risk analysis together with your other stock asset holdings to enhance returns of your portfolios as well as to check it against diversification policy that fits your risk preferences.  Optimize Portfolio

Projected Return Density against Market

Considering 30-days investment horizon, Target has beta of 0.96 . This entails Target Corp market returns are very sensitive to returns on the market. As the market benchmark goes up or down, Target is expected to follow. Moreover, Target Corp has alpha of 0.96 implying that it can potentially generate 0.96% excess return over S&P 500 after adjusting for the inherited market risk (beta).Considering 30-days investment horizon, the coefficient of variation of Target is -2828.98. The daily returns are destributed with a variance of 1.7 and standard deviation of 1.3. The mean deviation of Target Corp is currently at 0.89. For similar time horizon, the selected benchmark (S&P 500) has volatility of 0.58

	(alpha)	=	0.96	Details
	(beta)	=	0.96	Details
	(volatility)	=	1.30	Details

Actual Return Volatility

Target Corp has volatility of 1.3% on return distribution over 30 days investment horizon. S&P 500 shows 0.58% volatility of returns over 30 trading days.