U Vend is abnormally risky given 1 month investment horizon. U Vend Inc owns Efficiency Ratio (i.e. Sharpe Ratio) of 0.1048 which indicates U Vend Inc had 0.1048% of return per unit of risk over the last 1 month. Our approach to measuring volatility of a stock is to use U Vend Inc market data together with company specific technical indicators. We found twenty-six different technical indicators which can help you to evaluate if expected returns of 2.5455% are justified by taking the suggested risk. Use U Vend Inc Market Risk Adjusted Performance of 0.1484 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 TrendCheck current 30 days U Vend correlation with market (DOW)|
β = 5.402
U Vend Inc Technical Analysis
Projected Return Density Against MarketGiven the investment horizon of 30 days, the stock has beta coefficient of 5.402 . 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. Additionally, U Vend Inc has a negative alpha implying that the risk taken by holding this equity is not justified. The company is significantly underperforming DOW
Given the investment horizon of 30 days, the coefficient of variation of U Vend is 954.38. The daily returns are destributed with a variance of 590.16 and standard deviation of 24.29. The mean deviation of U Vend Inc is currently at 9.17. For similar time horizon, the selected benchmark (DOW) has volatility of 0.5