Macroaxis considers Visa not too risky given 1 month investment horizon. Visa owns Efficiency Ratio (i.e. Sharpe Ratio) of 0.1689 which indicates Visa had 0.1689% of return per unit of risk over the last 1 month. Our philosophy towards measuring volatility of a stock is to use all available market data together with company specific technical indicators that cannot be diversified away. We have found twenty-one technical indicators for Visa which you can use to evaluate future volatility of the company. Please operate Visa Semi Deviation of 0.7108, Coefficient Of Variation of 581.36 and Risk Adjusted Performance of 0.01 to confirm if our risk estimates are consistent with your expectations.
|Time Horizon||30 Days Login to change|
Visa Technical Analysis
Projected Return Density Against MarketTaking into account the 30 trading days horizon, Visa has beta of 0.0 . This entails unless we do not have required data, the returns on DOW and Visa are completely uncorrelated. Furthermore, VisaIt does not look like Visa alpha can have any bearing on the equity current valuation.
Predicted Return Density