Coca Cola (Germany) Risk Analysis And Volatility Evaluation

3COA -- Germany Stock  

EUR 4.33  0.00  0.00%

We consider Coca Cola unknown risk. Coca Cola Iecek secures Sharpe Ratio (or Efficiency) of 0.0268 which signifies that Coca Cola Iecek had 0.0268% of return per unit of standard deviation over the last 2 months. Our philosophy in foreseeing volatility of a stock is to use all available market data together with stock specific technical indicators that cannot be diversified away. We have found twenty-one technical indicators for Coca Cola Iecek Anonim Sirketi which you can use to evaluate future volatility of the firm. Please confirm Coca Cola Iecek Mean Deviation of 3.23 and Risk Adjusted Performance of 0.0826 to double-check if risk estimate we provide are consistent with the epected return of 0.1555%.
Horizon     30 Days    Login   to change

Coca Cola Market Sensitivity

Coca Cola Iecek Technical Analysis

Transformation
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Coca Cola Projected Return Density Against Market

Assuming 30 trading days horizon, Coca Cola Iecek Anonim Sirketi has beta of -1.0744 . This suggests Moreover, Coca Cola Iecek Anonim Sirketi has an alpha of 0.093 implying that it can potentially generate 0.093% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
Assuming 30 trading days horizon, the coefficient of variation of Coca Cola is 3725.43. The daily returns are destributed with a variance of 33.55 and standard deviation of 5.79. The mean deviation of Coca Cola Iecek Anonim Sirketi is currently at 3.55. For similar time horizon, the selected benchmark (DOW) has volatility of 1.32
α
Alpha over DOW
=0.09
β
Beta against DOW=1.07
σ
Overall volatility
=5.79
Ir
Information ratio =0.09

Coca Cola Return Volatility

Coca Cola Iecek Anonim Sirketi accepts 5.7923% volatility on return distribution over the 30 days horizon. DOW inherits 1.3328% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Coca Cola Volatility Factors

60 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

60 Days Economic Sensitivity

Insignificant

Investment Outlook

Coca Cola Investment Opportunity

Coca Cola Iecek Anonim Sirketi has a volatility of 5.79 and is 4.35 times more volatile than DOW. 52% of all equities and portfolios are less risky than Coca Cola. Compared to the overall equity markets, volatility of historical daily returns of Coca Cola Iecek Anonim Sirketi is higher than 52 (%) of all global equities and portfolios over the last 30 days. Use Coca Cola Iecek Anonim Sirketi to protect against small markets fluctuations. The stock experiences normal downward trend, but the immediate impact on correlations cannot be determined at the moment . Check odds of Coca Cola to be traded at €4.29 in 30 days.

Coca Cola correlation with market

correlation synergy
Very good diversification
Overlapping area represents the amount of risk that can be diversified away by holding Coca Cola Iecek Anonim Sirketi and equity matching DJI index in the same portfolio.

Coca Cola Volatility Indicators

Coca Cola Iecek Anonim Sirketi Current Risk Indicators

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