We consider VOXX International unusually risky. VOXX International owns Efficiency Ratio (i.e. Sharpe Ratio) of 0.0299 which indicates VOXX International had 0.0299% of return per unit of risk over the last 1 month. Our approach into 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 VOXX International Corporation which you can use to evaluate future volatility of the company. Please validate VOXX International Semi Deviation of 1.87, Coefficient Of Variation of 564.06 and Risk Adjusted Performance of 0.01 to confirm if risk estimate we provide are consistent with the epected return of 0.0676%.
|Time Horizon||30 Days Login to change|
VOXX International Technical Analysis
Projected Return Density Against MarketGiven the investment horizon of 30 days, VOXX International has beta of 0.0 . This entails unless we do not have required data, the returns on DOW and VOXX International are completely uncorrelated. Furthermore, VOXX International CorporationIt does not look like VOXX International alpha can have any bearing on the equity current valuation.
Predicted Return Density