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iMarketing risk analysis  

C$0.025  0.00  0.00%
    
76.94 M
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%.
Investment horizon:  
  30 Days    Login   to change

Projected Return Density against Market

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).
Predicted Return Density  
Benchmark  Embed   Returns 
αAlpha over NYSE= 1.82 
βBeta against NYSE=(9.64)
σOverall volatility= 0.00 
 iInformation ratio = 0.07 

Actual Return Volatility

iMarketing Solutions Group Inc shows 0.0% volatility of returns over 30 trading days. NYSE inherits 0.5752% 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

Completely opposite 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)
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 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 Performance0.0509
Market Risk Adjusted Performance(0.19)
Mean Deviation11.02
Coefficient Of Variation1370.92
Standard Deviation25.96
Variance674.15
Information Ratio0.0728

Suggested Divercification Pairs

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Berkshire Hathaway Inc vs. iMarketing Solutions Group Inc
iShares Core US Aggregate Bond vs. iMarketing Solutions Group Inc
iShares Core SP Total US Stock Mkt vs. iMarketing Solutions Group Inc
Calamos Strategic Total Return vs. iMarketing Solutions Group Inc
iShares Core MSCI EAFE vs. iMarketing Solutions Group Inc