Zimplats risk analysis

Use Zimplats Holdings Ltd (#GB0061284906AU) 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

Assuming 30 trading days horizon, Zimplats has beta of 0.46 . This means as returns on market go up, Zimplats avarage returns are expected to increase less than the benchmark. However during bear market, the loss on holding Zimplats Holdings Ltd will be expected to be much smaller as well. Moreover, Zimplats Holdings Ltd has alpha of 0.46 implying that it can potentially generate 0.46% excess return over S&P 500 after adjusting for the inherited market risk (beta).Assuming 30 trading days horizon, the coefficient of variation of Zimplats is 5074.24. The daily returns are destributed with a variance of 18.65 and standard deviation of 4.32. The mean deviation of Zimplats Holdings Ltd is currently at 1.6. For similar time horizon, the selected benchmark (S&P 500) has volatility of 0.58

	(alpha)	=	0.46	Details
	(beta)	=	0.46	Details
	(volatility)	=	4.32	Details

Actual Return Volatility

Zimplats Holdings Ltd assumes 4.32% volatility of returns over the 30 days investment horizon. S&P 500 shows 0.57% volatility of returns over 30 trading days.