Macroaxis considers Whirlpool to be not too risky. Whirlpool shows Sharpe Ratio of -0.311 which attests that Whirlpool had -0.311% of return per unit of risk over the last 1 month. Macroaxis philosophy towards determining 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. Whirlpool exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to check out Whirlpool Market Risk Adjusted Performance of 0.6433 and Mean Deviation of 1.04 to validate risk estimate we provide.
|Time Horizon||30 Days Login to change|
Whirlpool Market Sensitivity
|As returns on market increase, returns on owning Whirlpool are expected to decrease at a much smaller rate. During bear market, Whirlpool is likely to outperform the market.One Month Beta |Analyze Whirlpool Demand TrendCheck current 30 days Whirlpool correlation with market (DOW)|
β = -0.7091
Whirlpool Technical Analysis
Projected Return Density Against MarketConsidering 30-days investment horizon, Whirlpool Corporation has beta of -0.7091 . This means as returns on benchmark increase, returns on holding Whirlpool are expected to decrease at a much smaller rate. During bear market, however, Whirlpool Corporation is likely to outperform the market. 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 -321.5. The daily returns are destributed with a variance of 1.82 and standard deviation of 1.35. The mean deviation of Whirlpool Corporation is currently at 1.01. For similar time horizon, the selected benchmark (DOW) has volatility of 0.94