Veritiv Risk Analysis And Volatility Evaluation

VRTV -- USA Stock  

USD 47.90  0.05  0.10%

Veritiv is not too volatile given 1 month investment horizon. Veritiv owns Efficiency Ratio (i.e. Sharpe Ratio) of 0.278 which indicates Veritiv had 0.278% of return per unit of risk over the last 1 month. Our philosophy towards measuring risk of a stock is to use both market data as well as company specific technical data. We found twenty different technical indicators which can help you to evaluate if expected returns of 1.0202% are justified by taking the suggested risk. Use Veritiv Semi Deviation of 1.38, Coefficient Of Variation of 453.75 and Risk Adjusted Performance of 0.01 to evaluate company specific risk that cannot be diversified away.
 Time Horizon     30 Days    Login   to change

Veritiv Technical Analysis

Transformation
null. The output start index for this execution was zero with a total number of output elements of zero. Veritiv 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, Veritiv has beta of 0.0 . This entails unless we do not have required data, the returns on DOW and Veritiv are completely uncorrelated. Furthermore, Veritiv CorporationIt does not look like Veritiv alpha can have any bearing on the equity current valuation.
Given the investment horizon of 30 days, the coefficient of variation of Veritiv is 359.76. The daily returns are destributed with a variance of 13.47 and standard deviation of 3.67. The mean deviation of Veritiv Corporation is currently at 2.47. 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
=3.67
Ir
Information ratio =0.00

Actual Return Volatility

Veritiv Corporation inherits 3.6704% risk (volatility on return distribution) over the 30 days horizon. DOW inherits 0.0% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Veritiv Volatility Factors

30 Days Market Risk

Not too volatile

Chance of Distress in 24 months

30 Days Economic Sensitivity

Market Insensitive

Investment Outlook

Veritiv Investment Opportunity
Veritiv Corporation has a volatility of 3.67 and is 6.44 times more volatile than DOW. 33% of all equities and portfolios are less risky than Veritiv. Compared to the overall equity markets, volatility of historical daily returns of Veritiv Corporation is lower than 33 (%) of all global equities and portfolios over the last 30 days.

Volatility Indicators

Veritiv Current Risk Indicators
Also please take a look at World Market Map. Please also try Commodity Channel Index module to use commodity channel index to analyze current equity momentum.