EATON risk analysis

Use EATON VANCE ENHANCED EQUITY INC risk analysis within your current portfolio analysis strategies to enhance returns of your portfolios and to find right Fund diversification strategy.  Evaluate Positions

Projected Return Density against Market

Assuming 30 trading days horizon, EATON has beta of 0.86 . This means EATON VANCE ENHANCED EQUITY INC market returns are very sensitive to returns on the market. As the market benchmark goes up or down, EATON is expected to follow. Moreover, EATON VANCE ENHANCED EQUITY INC has alpha of 0.86 implying that it can potentially generate 0.86% excess return over S&P 500 after adjusting for the inherited market risk (beta).Assuming 30 trading days horizon, the coefficient of variation of EATON is 151.61. The daily returns are destributed with a variance of 0.24 and standard deviation of 0.49. The mean deviation of EATON VANCE ENHANCED EQUITY INC is currently at 0.39. For similar time horizon, the selected benchmark (S&P 500) has volatility of 0.55

	(alpha)	=	0.86	Details
	(beta)	=	0.86	Details
	(volatility)	=	0.49	Details

Actual Return Volatility

EATON VANCE ENHANCED EQUITY INC shows 0.49% volatility of returns over 30 trading days. S&P 500 shows 0.55% volatility of returns over 30 trading days.