U Vend Risk Analysis

U Vend Inc -- USA Stock  

USD 0.0212  0.0012  6%

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 Trend
Check current 30 days U Vend correlation with market (DOW)
β = 5.402
U Vend Large BetaU Vend Inc Beta Legend

U Vend Inc Technical Analysis

Transformation
The output start index for this execution was zero with a total number of output elements of seventeen. U Vend Inc Average Price is the average of the sum of open, high, low and close daily prices of a bar. It can be used to smooth an indicator that normally takes just the closing price as input. View also all equity analysis or get more info about average price price transform indicator.

Projected Return Density Against Market

Given 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
 Predicted Return Density 
      Returns 
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
α
Alpha over DOW
=0.33
βBeta against DOW=5.4
σ
Overall volatility
=24.29
 IrInformation ratio =0.0215

Actual Return Volatility

U Vend Inc inherits 24.2933% risk (volatility on return distribution) over the 30 days horizon. DOW inherits 0.5022% 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

Very 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 24.29 and is 48.58 times more volatile than DOW. 96% 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 96 (%) 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 $0.0265 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.