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 TrendCheck current 30 days 500 com correlation with market (DOW)|
β = 1.011
Projected Return Density Against MarketGiven 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
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