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 TrendCheck current 30 days 500 com correlation with market (DOW)|
β = 0.223
500 com Limited Technical Analysis
Projected Return Density Against MarketGiven 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).
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