500 Risk Analysis And Volatility Evaluation

WBAI -- USA Stock  

USD 13.73  0.28  2.08%

Macroaxis considers 500 to be not very volatile. 500 Limited retains Efficiency (Sharpe Ratio) of -0.0703 which signifies that 500 Limited had -0.0703% of return per unit of price deviation over the last 1 month. Macroaxis way in which we are foreseeing risk of any stock is to look at both systematic and un-systematic factors of the business, including all available market data and technical indicators. 500 exposes twenty-eight different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to confirm 500 Limited Standard Deviation of 2.91, Market Risk Adjusted Performance of 0.07 and Coefficient Of Variation of 2,029 to double-check risk estimate we provide.
 Time Horizon     30 Days    Login   to change

500 Market Sensitivity

As market goes up, the company is expected to significantly outperform it. However, if the market returns are negative, 500 will likely underperform.
One Month Beta |Analyze 500 Limited Demand Trend
Check current 30 days 500 correlation with market (DOW)
β = 1.8338
500 Large Beta500 Limited Beta Legend

500 Limited Technical Analysis

Transformation
The output start index for this execution was zero with a total number of output elements of seventeen. 500 Limited 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, the stock has beta coefficient of 1.8338 . This means as the benchmark fluctuates upward, the company is expected to outperform it on average. However, if the benchmark returns are expected to be negative, 500 will likely underperform. Additionally, 500 Limited has a negative alpha implying that the risk taken by holding this equity is not justified. The company is significantly underperforming DOW
 Predicted Return Density 
      Returns 
Given the investment horizon of 30 days, the coefficient of variation of 500 is -1423.3. The daily returns are destributed with a variance of 8.47 and standard deviation of 2.91. The mean deviation of 500 Limited is currently at 1.84. For similar time horizon, the selected benchmark (DOW) has volatility of 0.49
α
Alpha over DOW
=0.25
β
Beta against DOW=1.83
σ
Overall volatility
=2.91
Ir
Information ratio =0.07

Actual Return Volatility

500 Limited inherits 2.9105% risk (volatility on return distribution) over the 30 days horizon. DOW inherits 0.5654% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

500 Volatility Factors

30 Days Market Risk

Not very volatile

Chance of Distress in 24 months

About average

30 Days Economic Sensitivity

Market Insensitive

Investment Outlook

500 Investment Opportunity
500 Limited has a volatility of 2.91 and is 5.11 times more volatile than DOW. 26% of all equities and portfolios are less risky than 500. Compared to the overall equity markets, volatility of historical daily returns of 500 Limited is lower than 26 (%) of all global equities and portfolios over the last 30 days. Use 500 Limited to enhance returns of your portfolios. The stock experiences unexpected upward trend. Watch out for market signals. Check odds of 500 to be traded at $16.48 in 30 days. As market goes up, the company is expected to significantly outperform it. However, if the market returns are negative, 500 will likely underperform.

500 correlation with market

Weak diversification
Overlapping area represents the amount of risk that can be diversified away by holding 500 com Limited and equity matching DJI index in the same portfolio.
See also Your Current Watchlist. Please also try Transaction History module to view history of all your transactions and understand their impact on performance.