We consider Whirlpool not too risky. Whirlpool shows Sharpe Ratio of 0.0658 which attests that Whirlpool had 0.0658% of return per unit of risk over the last 1 month. Our philosophy towards determining volatility of a stock is to use all available market data together with company specific technical indicators that cannot be diversified away. We have found twenty-one technical indicators for Whirlpool which you can use to evaluate future volatility of the organization. Please check out Whirlpool Market Risk Adjusted Performance of 0.1285, Mean Deviation of 0.8736 and Downside Deviation of 1.03 to validate if risk estimate we provide are consistent with the epected return of 0.0712%.
|Investment Horizon||30 Days Login to change|
Whirlpool Market Sensitivity
|As returns on market increase, Whirlpool returns are expected to increase less than the market. However during bear market, the loss on holding Whirlpool will be expected to be smaller as well.One Month Beta |Analyze Whirlpool Demand TrendCheck current 30 days Whirlpool correlation with market (DOW)|
β = 0.6529
Whirlpool Technical Analysis
Projected Return Density Against MarketConsidering 30-days investment horizon, Whirlpool has beta of 0.6529 . This means as returns on market go up, Whirlpool average returns are expected to increase less than the benchmark. However during bear market, the loss on holding Whirlpool Corporation will be expected to be much smaller as well. Additionally, Whirlpool Corporation has a negative alpha implying that the risk taken by holding this equity is not justified. The company is significantly underperforming DOW
Considering 30-days investment horizon, the coefficient of variation of Whirlpool is 1520.1. The daily returns are destributed with a variance of 1.17 and standard deviation of 1.08. The mean deviation of Whirlpool Corporation is currently at 0.86. For similar time horizon, the selected benchmark (DOW) has volatility of 0.5