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 (0.19) and Mean Deviation of 11.02 to validate if risk estimate we provide are consistent with the epected return of 0.0%.
Assuming 30 trading days horizon, iMarketing Solutions Group Inc has beta of -9.6446 . This means as returns on its benchmark rise, returns on holding iMarketing Solutions Group Inc are expected to decrease by similarly larger amounts. On the other hand, during market turmoils, iMarketing is expected to outperform its benchmark. In addition to that, iMarketing Solutions Group Inc has an alpha of 1.8206 implying that it can potentially generate 1.8206% excess return over NYSE after adjusting for the inherited market risk (beta).
NYSE has a standard deviation of returns of 0.58 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 C$0.0248 in 30 days. As returns on market increase, returns on owning iMarketing are expected to decrease by larger amounts. On the other hand, during market turmoil, iMarketing is expected to significantly outperform it.
iMarketing correlation with market
Very good diversificationOverlapping 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