Visa Risk Analysis And Volatility Evaluation

V -- USA Stock  

USD 129.93  0.96  0.73%

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

Transformation
The output start index for this execution was zero with a total number of output elements of seventeen. Visa 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

Taking 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 
      Returns 
Taking into account the 30 trading days horizon, the coefficient of variation of Visa is 592.14. The daily returns are destributed with a variance of 1.75 and standard deviation of 1.32. The mean deviation of Visa is currently at 0.77. For similar time horizon, the selected benchmark (DOW) has volatility of 0.0
α
Alpha over DOW
=0.00
β
Beta against DOW=0.00
σ
Overall volatility
=1.32
Ir
Information ratio =0.17

Actual Return Volatility

Visa accepts 1.3216% volatility on return distribution over the 30 days horizon. DOW inherits 0.6463% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Visa Volatility Factors

30 Days Market Risk

Not too risky

Chance of Distress in 24 months

Very low

30 Days Economic Sensitivity

Market Insensitive

Investment Outlook

Visa Investment Opportunity
Visa has a volatility of 1.32 and is 2.03 times more volatile than DOW. 12% of all equities and portfolios are less risky than Visa. Compared to the overall equity markets, volatility of historical daily returns of Visa is lower than 12 (%) of all global equities and portfolios over the last 30 days.

Total Debt

Visa Total Debt History

Total Debt

Volatility Indicators

Visa Current Risk Indicators
Also please take a look at World Market Map. Please also try Pattern Recognition module to use different pattern recognition models to time the market across multiple global exchanges.