Whirlpool Risk Analysis And Volatility Evaluation

WHR -- USA Stock  

USD 153.44  2.33  1.50%

We consider Whirlpool not too risky. Whirlpool shows Sharpe Ratio of 0.0857 which attests that Whirlpool had 0.0857% 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 Mean Deviation of 0.931 to validate if risk estimate we provide are consistent with the epected return of 0.0988%.
 Time Horizon     30 Days    Login   to change

Whirlpool Technical Analysis

Transformation
null. The output start index for this execution was zero with a total number of output elements of zero. Whirlpool 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

Considering 30-days investment horizon, Whirlpool has beta of 0.0 . This means unless we do not have required data, the returns on DOW and Whirlpool are completely uncorrelated. Furthermore, Whirlpool CorporationIt does not look like Whirlpool alpha can have any bearing on the equity current valuation.
Considering 30-days investment horizon, the coefficient of variation of Whirlpool is 1166.52. The daily returns are destributed with a variance of 1.33 and standard deviation of 1.15. The mean deviation of Whirlpool Corporation is currently at 0.84. For similar time horizon, the selected benchmark (DOW) has volatility of 0.0
α
Alpha over DOW
=0.00
β
Beta against DOW=0.00
σ
Overall volatility
=1.15
Ir
Information ratio =0.00

Actual Return Volatility

Whirlpool Corporation has volatility of 1.1519% on return distribution over 30 days investment horizon. DOW inherits 0.0% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Whirlpool Volatility Factors

30 Days Market Risk

Not too risky

Chance of Distress in 24 months

Below average

30 Days Economic Sensitivity

Market Insensitive

Investment Outlook

Whirlpool Investment Opportunity
Whirlpool Corporation has a volatility of 1.15 and is 1.77 times more volatile than DOW. 10% of all equities and portfolios are less risky than Whirlpool. Compared to the overall equity markets, volatility of historical daily returns of Whirlpool Corporation is lower than 10 (%) of all global equities and portfolios over the last 30 days.
See also Your Current Watchlist. Please also try Commodity Channel Index module to use commodity channel index to analyze current equity momentum.