Macroaxis considers U Vend to be unknown risk. U Vend Inc owns Efficiency Ratio (i.e. Sharpe Ratio) of -0.2887 which indicates U Vend Inc had -0.2887% of return per unit of risk over the last 1 month. Macroaxis approach to measuring risk of any stock is to look at both systematic and un-systematic factors of the business, including all available market data and technical indicators. U Vend Inc exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to validate U Vend Market Risk Adjusted Performance of 0.1848 to confirm risk estimate we provide.
|Time Horizon||30 Days Login to change|
U Vend Market Sensitivity
|One Month Beta |Analyze U Vend Inc Demand TrendCheck current 30 days U Vend correlation with market (DOW)|
β = -1.141
U Vend Inc Technical Analysis
Projected Return Density Against MarketGiven the investment horizon of 30 days, U Vend Inc has beta of -1.141 . This entails 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 -346.41. The daily returns are destributed with a variance of 13.02 and standard deviation of 3.61. The mean deviation of U Vend Inc is currently at 1.91. For similar time horizon, the selected benchmark (DOW) has volatility of 1.04