UniTek risk analysis

Use UniTek Global Services Inc 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

Given investment horizon of 30 days, the stock has beta cooficient of 1.01 . This entails UniTek Global Services Inc market returns are very sensitive to returns on the market. As the market benchmark goes up or down, UniTek is expected to follow. In addition to that, UniTek Global Services Inc has alpha of 1.01 implying that it can potentially generate 1.01% excess return over S&P 500 after adjusting for the inherited market risk (beta).Given investment horizon of 30 days, the coefficient of variation of UniTek is 281.7. The daily returns are destributed with a variance of 37.65 and standard deviation of 6.14. The mean deviation of UniTek Global Services Inc is currently at 4.91. For similar time horizon, the selected benchmark (S&P 500) has volatility of 0.57

	(alpha)	=	1.01	Details
	(beta)	=	1.01	Details
	(volatility)	=	6.14	Details

Actual Return Volatility

UniTek Global Services Inc inherits 6.14% risk (volatility on return distribution) over the 30 days horizon. S&P 500 shows 0.57% volatility of returns over 30 trading days.