iMarketing Risk Analysis

0.02  0.00  0.00%
       
(33.06) %
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 iMarketing Solutions which you can use to evaluate future volatility of the organization. Please check out iMarketing Solutions Market Risk Adjusted Performance of 0.444 and Mean Deviation of 9.02 to validate if risk estimate we provide are consistent with the epected return of 0.0%.
Investment Horizon     30 Days    Login   to change

Projected Return Density Against Market

Assuming 30 trading days horizon, the stock has beta coefficient of 1.7226 . This means as the benchmark fluctuates upward, the company is expected to outperform it on average. However, if the benchmark returns are expected to be negative, iMarketing will likely underperform. In addition to that, iMarketing Solutions Group Inc has an alpha of 1.2414 implying that it can potentially generate 1.2414% excess return over NYSE after adjusting for the inherited market risk (beta).
Predicted Return Density  
Benchmark  Embed   Returns 
α
Alpha over NYSE
= 1.24 
βBeta against NYSE= 1.72 
σ
Overall volatility
= 0.00 
 iInformation ratio = 0.04 

Actual Return Volatility

iMarketing Solutions Group Inc shows 0.0% volatility of returns over 30 trading days. NYSE inherits 1.4828% risk (volatility on return distribution) over the 30 days horizon.
Daily Returns (%)
Market   Equity   
Benchmark  Embed   Timeline 

30 Days Market Risk

Not too risky

Chance of Distress in 24 months

High

30 Days Economic Sensitivity

Very susceptible to market

Largest Period Trend Change

November 27, 2012
 0.01 
  
 0.01 

0.00

  

0.00%

Lowest period price (30 days)
November 5, 2012
 0.03 
  
 0.03 

0.00

  

0.00%

Highest period price (30 days)

Investment Outlook

NYSE has a standard deviation of returns of 1.48 and is 9.223372036854776E16 times more volatile than iMarketing Solutions Group Inc. 0% of all equities and portfolios are less risky than iMarketing. Compared to the overall equity markets, volatility of historical daily returns of iMarketing Solutions Group Inc is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use iMarketing Solutions Group Inc to protect against small markets fluctuations. The stock experiences normal downward trend, but the immediate impact on correlations cannot be determined at the moment . Check odds of iMarketing to be traded at 0.0198 in 30 days. As market goes up, the company is expected to significantly outperform it. However, if the market returns are negative, iMarketing will likely underperform.

iMarketing correlation with market

Average diversification
Overlapping area represents amount of risk that can be diversified away by holding iMarketing Solutions Group Inc and equity matching NYA index in the same portfolio

iMarketing Current Risk Indicators

Risk Adjusted Performance0.0536
Market Risk Adjusted Performance0.444
Mean Deviation9.02
Coefficient Of Variation3358.99
Standard Deviation25.45
Variance647.55
Information Ratio0.0406

Suggested Divercification Pairs