500 com Risk Analysis

500 com Limited -- USA Stock  

USD 12.27  0.01  0.0816%

Macroaxis considers 500 com moderately volatile given 1 month investment horizon. 500 com Limited retains Efficiency (Sharpe Ratio) of 0.2613 which signifies that 500 com Limited had 0.2613% of return per unit of price deviation over the last 1 month. Our way in which we are foreseeing volatility of a stock is to use all available market data together with company specific technical indicators that cannot be diversified away. By evaluating 500 com Limited technical indicators you can at this moment evaluate if the expected return of 0.8663% is justified by implied risk. Please makes use of 500 com Limited Standard Deviation of 3.17, Market Risk Adjusted Performance of 4.32 and Coefficient Of Variation of 326.65 to double-check if our risk estimates are consistent with your expectations.
 Time Horizon     30 Days    Login   to change

500 com Market Sensitivity

As returns on market increase, 500 com returns are expected to increase less than the market. However during bear market, the loss on holding 500 com will be expected to be smaller as well.
One Month Beta |Analyze 500 com Limited Demand Trend
Check current 30 days 500 com correlation with market (DOW)
β = 0.223
500 com Small Beta500 com Limited Beta Legend

500 com Limited Technical Analysis

Transformation
The output start index for this execution was zero with a total number of output elements of seventeen. 500 com 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, 500 com has beta of 0.223 . This means as returns on market go up, 500 com average returns are expected to increase less than the benchmark. However during bear market, the loss on holding 500 com Limited will be expected to be much smaller as well. Moreover, 500 com Limited has an alpha of 0.909 implying that it can potentially generate 0.909% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
Given the investment horizon of 30 days, the coefficient of variation of 500 com is 382.73. The daily returns are destributed with a variance of 10.99 and standard deviation of 3.32. The mean deviation of 500 com Limited is currently at 2.35. For similar time horizon, the selected benchmark (DOW) has volatility of 0.45
α
Alpha over DOW
=0.91
β
Beta against DOW=0.22
σ
Overall volatility
=3.32
Ir
Information ratio =0.23

Actual Return Volatility

500 com Limited inherits 3.3155% risk (volatility on return distribution) over the 30 days horizon. DOW inherits 0.4387% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

500 com Volatility Factors

30 Days Market Risk

Moderately volatile

Chance of Distress in 24 months

Below average

30 Days Economic Sensitivity

Slowly supersedes market

Total Debt

500 com Limited Total Debt History

Total Debt

Largest Trends

500 com Largest Period Trend

Investment Outlook

500 com Investment Opportunity
500 com Limited has a volatility of 3.32 and is 7.55 times more volatile than DOW. 30% of all equities and portfolios are less risky than 500 com. Compared to the overall equity markets, volatility of historical daily returns of 500 com Limited is lower than 30 (%) of all global equities and portfolios over the last 30 days. Use 500 com Limited to enhance returns of your portfolios. The stock experiences normal upward fluctuation. Check odds of 500 com to be traded at $12.88 in 30 days. As returns on market increase, 500 com returns are expected to increase less than the market. However during bear market, the loss on holding 500 com will be expected to be smaller as well.

500 com correlation with market

Significant 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.