500 com Risk Analysis

500 com Limited -- USA Stock  

USD 10.71  0.55  4.88%

Macroaxis considers 500 com to be not very volatile. 500 com Limited retains Efficiency (Sharpe Ratio) of -0.0692 which signifies that 500 com Limited had -0.0692% 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 com exposes twenty-eight different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to confirm 500 com Limited Standard Deviation of 1.77, Market Risk Adjusted Performance of 0.1159 and Coefficient Of Variation of 1511.39 to double-check risk estimate we provide.
Investment Horizon     30 Days    Login   to change

500 com Market Sensitivity

500 com returns are very sensitive to returns on the market. As market goes up or down, 500 com is expected to follow.
One Month Beta |Analyze 500 com Limited Demand Trend
Check current 30 days 500 com correlation with market (DOW)
β = 1.011
500 com llmost one Beta500 com Limited Beta Legend

Projected Return Density Against Market

Given the investment horizon of 30 days, the stock has beta coefficient of 1.011 . This means 500 com Limited market returns are very sensitive to returns on the market. As the market benchmark goes up or down, 500 com is expected to follow. Additionally, 500 com 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 com is -1445.95. The daily returns are destributed with a variance of 4.19 and standard deviation of 2.05. The mean deviation of 500 com Limited is currently at 1.58. For similar time horizon, the selected benchmark (DOW) has volatility of 0.27
α
Alpha over DOW
=0.08
βBeta against DOW=1.01
σ
Overall volatility
=2.05
 IrInformation ratio =0.04

Actual Return Volatility

500 com Limited inherits 2.0459% risk (volatility on return distribution) over the 30 days horizon. DOW inherits 0.2576% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

500 com Volatility Factors

30 Days Market Risk

Not very volatile

Chance of Distress in 24 months

About average

30 Days Economic Sensitivity

Almost mirrors 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 2.05 and is 7.88 times more volatile than DOW. 19% 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 19 (%) of all global equities and portfolios over the last 30 days. Use 500 com Limited to protect against small markets fluctuations. The stock experiences very speculative upward sentiment.. Check odds of 500 com to be traded at $10.17 in 30 days. 500 com returns are very sensitive to returns on the market. As market goes up or down, 500 com is expected to follow.

500 com correlation with market

Average 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.