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Benchmark  United States  NYSE  10,982   32.839 Index Moved Up 0.3%  


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iMarketing risk analysis

   

iMarketing Solutions

Stock@TSX Venture Exchange 
Canada CAD
    
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 1.62 and Mean Deviation of 11.02 to validate if risk estimate we provide are consistent with the epected return of 0.0%.
change horizon
Investment horizon:  
  30 Days    Login   to change

Projected Return Density against Market

Assuming 30 trading days horizon, the stock has beta coefficient of 1.1714 . 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 1.9135 implying that it can potentially generate 1.9135% excess return over NYSE after adjusting for the inherited market risk (beta).
Predicted Return Density
 
Embed  
Returns:   
iMarketing   NYSE   
αAlpha over NYSE= 1.91 
βBeta against NYSE= 1.17 
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 0.62% risk (volatility on return distribution) over the 30 days horizon.
Daily Returns (%)
Market   Equity   
 
Change Benchmark  Embed  Timeline 

30 Days Market Risk

Not too risky

Chance of Distress in 24 months

High

30 Days Economic Sensitivity

Almost mirrors market

Largest Period Trend Change

November 27, 2012
 0.01 
  
 0.01 
0.00No Change0.00%
Lowest period price (30 days)
November 5, 2012
 0.03 
  
 0.03 
0.00No Change0.00%
Highest period price (30 days)
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NYSE has a standard deviation of returns of 0.62 and is 9.223372036854776E16 times more volatile than iMarketing Solutions Group Inc. 0% of all equities and portfolios are less risky than iMarketing. Compared with 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 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

Significant 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 Performance0.0562
Market Risk Adjusted Performance1.62
Mean Deviation11.02
Semi Deviation0.0
Downside Deviation0.0
Coefficient Of Variation1370.92
Standard Deviation25.96

Suggested Divercification Pairs

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