Zillow risk analysis

Use Zillow Inc risk analysis within your current portfolio analysis strategies to protect against small markets fluctuations and to find right Stock diversification strategy.  Evaluate Positions

Projected Return Density against Market

Taking into account 30 trading days horizon, Zillow has beta of 0.81 . This means as returns on market go up, Zillow avarage returns are expected to increase less than the benchmark. However during bear market, the loss on holding Zillow Inc will be expected to be much smaller as well. Moreover, Zillow Inc has alpha of 0.81 implying that it can potentially generate 0.81% excess return over S&P 500 after adjusting for the inherited market risk (beta).Taking into account 30 trading days horizon, the coefficient of variation of Zillow is -1498.37. The daily returns are destributed with a variance of 15.19 and standard deviation of 3.9. The mean deviation of Zillow Inc is currently at 2.9. For similar time horizon, the selected benchmark (S&P 500) has volatility of 0.57

	(alpha)	=	0.81	Details
	(beta)	=	0.81	Details
	(volatility)	=	3.90	Details

Actual Return Volatility

Zillow Inc accepts 3.9% volatility on return distribution over the 30 days horizon. S&P 500 shows 0.57% volatility of returns over 30 trading days.