VOXX International Risk Analysis And Volatility Evaluation

VOXX -- USA Stock  

USD 5.85  0.05  0.86%

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

Transformation
The output start index for this execution was zero with a total number of output elements of seventeen. VOXX International 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, 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 
      Returns 
Given the investment horizon of 30 days, the coefficient of variation of VOXX International is 3340.0. The daily returns are destributed with a variance of 5.09 and standard deviation of 2.26. The mean deviation of VOXX International Corporation is currently at 1.62. 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
=2.26
Ir
Information ratio =0.18

Actual Return Volatility

VOXX International Corporation inherits 2.2562% risk (volatility on return distribution) over the 30 days horizon. DOW inherits 1.4339% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

VOXX International Volatility Factors

30 Days Market Risk

Unusually risky

Chance of Distress in 24 months

30 Days Economic Sensitivity

Market Insensitive

Investment Outlook

VOXX International Investment Opportunity
VOXX International Corporation has a volatility of 2.26 and is 1.58 times more volatile than DOW. 20% of all equities and portfolios are less risky than VOXX International. Compared to the overall equity markets, volatility of historical daily returns of VOXX International Corporation is lower than 20 (%) of all global equities and portfolios over the last 30 days.

Total Debt

VOXX International Total Debt History

Total Debt

Volatility Indicators

VOXX International Current Risk Indicators
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