Projected Return Density against Market
Taking into account 30 trading days horizon, the stock has beta coefficient of 3.87 . 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, Zillow will likely underperform. Additionally, Zillow Inc has negative alpha implying that risk taken by holding this equity is not justified. The company is significantly underperforming S&P 500
Predicted Return Density
Taking into account 30 trading days horizon, the coefficient of variation of Zillow is -28401.88. The daily returns are destributed with a variance of 10.15 and standard deviation of 3.19. The mean deviation of Zillow Inc is currently at 2.47. For similar time horizon, the selected benchmark (S&P 500) has volatility of 0.52
Actual Return Volatility
Zillow Inc accepts 3.19% volatility on return distribution over the 30 days horizon. S&P 500 shows 0.52% volatility of returns over 30 trading days.