U Vend Risk Analysis

U Vend Inc -- USA Stock  

USD 0.04  0.01  33.33%

U Vend is abnormally risky given 1 month investment horizon. U Vend Inc owns Efficiency Ratio (i.e. Sharpe Ratio) of 0.2132 which indicates U Vend Inc had 0.2132% of return per unit of risk over the last 1 month. Our approach to measuring risk of a stock is to use both market data as well as company specific technical data. We found twenty-one different technical indicators which can help you to evaluate if expected returns of 1.5152% are justified by taking the suggested risk. Use U Vend Inc Market Risk Adjusted Performance of 0.3124 to evaluate company specific risk that cannot be diversified away.
Investment Horizon     30 Days    Login   to change

U Vend Market Sensitivity

As market goes up, the company is expected to significantly outperform it. However, if the market returns are negative, U Vend will likely underperform.
One Month Beta |Analyze U Vend Inc Demand Trend
Check current 30 days U Vend correlation with market (DOW)
β = 4.9773
U Vend Large BetaU Vend Inc Beta Legend

Projected Return Density Against Market

Given the investment horizon of 30 days, the stock has beta coefficient of 4.9773 . 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, U Vend will likely underperform. Moreover, U Vend Inc has an alpha of 0.8642 implying that it can potentially generate 0.8642% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
Given the investment horizon of 30 days, the coefficient of variation of U Vend is 469.04. The daily returns are destributed with a variance of 50.5 and standard deviation of 7.11. The mean deviation of U Vend Inc is currently at 2.89. For similar time horizon, the selected benchmark (DOW) has volatility of 0.23
α
Alpha over DOW
= 0.86 
βBeta against DOW= 4.98 
σ
Overall volatility
= 7.11 
 IrInformation ratio = 0.19 

Actual Return Volatility

U Vend Inc inherits 7.1067% risk (volatility on return distribution) over the 30 days horizon. DOW inherits 0.2342% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

U Vend Volatility Factors

30 Days Market Risk

Abnormally risky

Chance of Distress in 24 months

High

30 Days Economic Sensitivity

Hypersensitive to market

Largest Trends

U Vend Largest Period Trend

Investment Outlook

U Vend Investment Opportunity
U Vend Inc has a volatility of 7.11 and is 30.91 times more volatile than DOW. 67% of all equities and portfolios are less risky than U Vend. Compared to the overall equity markets, volatility of historical daily returns of U Vend Inc is higher than 67 (%) of all global equities and portfolios over the last 30 days. Use U Vend Inc to enhance returns of your portfolios. The stock experiences very speculative upward sentiment.. Check odds of U Vend to be traded at $0.05 in 30 days. As market goes up, the company is expected to significantly outperform it. However, if the market returns are negative, U Vend will likely underperform.

U Vend correlation with market

Average diversification
Overlapping area represents the amount of risk that can be diversified away by holding U Vend Inc and equity matching DJI index in the same portfolio.