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 TrendCheck current 30 days U Vend correlation with market (DOW)|
β = 4.9773
Projected Return Density Against MarketGiven 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).
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