Twitter Volatility

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TWTR -- USA Stock  

Trending

Macroaxis considers Twitter to be not too volatile. Twitter owns Efficiency Ratio (i.e. Sharpe Ratio) of -0.0172, which indicates the firm had -0.0172% of return per unit of risk over the last 3 months. Macroaxis philosophy towards measuring the risk of any stock is to look at both systematic and unsystematic factors of the business, including all available market data and technical indicators. Twitter exposes twenty-eight different technical indicators, which can help you to evaluate volatility that cannot be diversified away. Please be advised to validate Twitter Risk Adjusted Performance of (0.014655) and Coefficient Of Variation of (24,290) to confirm the risk estimate we provide.

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Twitter Stock volatility depicts how high the prices fluctuate around the mean (or its average) price. In other words, it is a statistical measure of the distribution of Twitter daily returns, and it is calculated using variance and standard deviation. We also use Twitter's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of Twitter volatility.

  Interest Expense

90 Days Market Risk

Not too volatile

Chance of Distress

90 Days Economic Sensitivity

Almost mirrors market

Twitter Market Sensitivity

Twitter returns are very sensitive to returns on the market. As market goes up or down, Twitter is expected to follow.
3 Months Beta |Analyze Twitter Demand Trend
Check current 30 days Twitter correlation with market (DOW)
β = 1.0191

Twitter Central Daily Price Deviation

Twitter Technical Analysis

Transformation
The output start index for this execution was zero with a total number of output elements of sixty-one. Developed by Larry Williams, the Weighted Close is the average of Twitter high, low and close of a chart with the close values weighted twice. It can be used to smooth an indicator that normally takes only Twitter closing price as input. View also all equity analysis or get more info about weighted close price price transform indicator.

Twitter Projected Return Density Against Market

Given the investment horizon of 30 days, the stock has beta coefficient of 1.0191 . This entails Twitter market returns are sensible to returns on the market. As the market goes up or down, Twitter is expected to follow. Additionally, The company has a negative alpha implying that the risk taken by holding this equity is not justified. Twitter is significantly underperforming DOW.
 Predicted Return Density 
      Returns 
Given the investment horizon of 30 days, the coefficient of variation of Twitter is -5828.1. The daily returns are destributed with a variance of 28.06 and standard deviation of 5.3. The mean deviation of Twitter is currently at 3.9. For similar time horizon, the selected benchmark (DOW) has volatility of 4.11
α
Alpha over DOW
=-0.11
β
Beta against DOW=1.02
σ
Overall volatility
=5.30
Ir
Information ratio =-0.02

Twitter Return Volatility

the enterprise inherits 5.2973% risk (volatility on return distribution) over the 30 days horizon. the entity inherits 4.0562% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

About Twitter Volatility

Volatility is a rate at which the price of Twitter or any other equity instrument increases or decreases for a given set of returns. It is measured by calculating the standard deviation of the annualized returns over a given period of time and shows the range to which the price of Twitter may increase or decrease. In other words, similar to Twitter's beta indicator, it measures the risk of Twitter and helps estimate the fluctuations that may happen in a short period of time. So if prices of Twitter fluctuate rapidly in a short time span, it is termed to have high volatility, and if it swings slowly in a more extended period, it is understood to have low volatility. Please read more on our technical analysis page.

Twitter Investment Opportunity

Twitter has a volatility of 5.3 and is 1.31 times more volatile than DOW. 46  of all equities and portfolios are less risky than Twitter. Compared to the overall equity markets, volatility of historical daily returns of Twitter is lower than 46 () of all global equities and portfolios over the last 30 days. Use Twitter to protect your portfolios against small markets fluctuations. The stock experiences somewhat bearish sentiment, but market may correct it shortly. Check odds of Twitter to be traded at $30.04 in 30 days. . Twitter returns are very sensitive to returns on the market. As market goes up or down, Twitter is expected to follow.

Twitter correlation with market

correlation synergy
Poor diversification
Overlapping area represents the amount of risk that can be diversified away by holding Twitter Inc and equity matching DJI index in the same portfolio.

Twitter Current Risk Indicators

Twitter Suggested Diversification Pairs

Additionally, take a look at World Market Map. Please also try Piotroski F Score module to get piotroski f score based on binary analysis strategy of nine different fundamentals.
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