AGRICULTURAL BANK Risk Analysis And Volatility

ACGBY -- USA Stock  

USD 9.99  0.14  1.42%

Macroaxis considers AGRICULTURAL BANK to be somewhat reliable. AGRICULTURAL BANK secures Sharpe Ratio (or Efficiency) of -0.0467 which signifies that the organization had -0.0467% of return per unit of risk over the last 3 months. Macroaxis philosophy towards foreseeing risk of any stock is to look at both systematic and un-systematic factors of the business, including all available market data and technical indicators. AGRICULTURAL BANK OF CHINA exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to confirm AGRICULTURAL BANK Mean Deviation of 0.7588 and Risk Adjusted Performance of (0.038024) to double-check risk estimate we provide.

90 Days Market Risk

Somewhat reliable

Chance of Distress in 24 months

Close to average

90 Days Economic Sensitivity

Follows market closely
Horizon     30 Days    Login   to change

AGRICULTURAL BANK Market Sensitivity

As returns on market increase, AGRICULTURAL BANK returns are expected to increase less than the market. However during bear market, the loss on holding AGRICULTURAL BANK will be expected to be smaller as well.
3 Months Beta |Analyze AGRICULTURAL BANK Demand Trend
Check current 30 days AGRICULTURAL BANK correlation with market (DOW)
β = 0.5433

AGRICULTURAL BANK Central Daily Price Deviation

AGRICULTURAL BANK Technical Analysis

Transformation
The output start index for this execution was zero with a total number of output elements of sixty-one. AGRICULTURAL BANK Typical Price indicator is an average of each day price and can be used instead of closing price when creating different AGRICULTURAL BANK moving average lines. View also all equity analysis or get more info about typical price price transform indicator.

AGRICULTURAL BANK Projected Return Density Against Market

Assuming 30 trading days horizon, AGRICULTURAL BANK has beta of 0.5433 . This suggests as returns on market go up, AGRICULTURAL BANK average returns are expected to increase less than the benchmark. However during bear market, the loss on holding AGRICULTURAL BANK OF CHINA will be expected to be much smaller as well. Additionally, The company has a negative alpha implying that the risk taken by holding this equity is not justified. AGRICULTURAL BANK is significantly underperforming DOW.
 Predicted Return Density 
      Returns 
Assuming 30 trading days horizon, the coefficient of variation of AGRICULTURAL BANK is -2139.99. The daily returns are destributed with a variance of 1.08 and standard deviation of 1.04. The mean deviation of AGRICULTURAL BANK OF CHINA is currently at 0.76. For similar time horizon, the selected benchmark (DOW) has volatility of 0.97
α
Alpha over DOW
=0.04
β
Beta against DOW=0.54
σ
Overall volatility
=1.04
Ir
Information ratio =0.03

AGRICULTURAL BANK Return Volatility

the company shows 1.0373% volatility of returns over 30 trading days. the entity inherits 0.9803% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

AGRICULTURAL BANK Investment Opportunity

AGRICULTURAL BANK OF CHINA has a volatility of 1.04 and is 1.06 times more volatile than DOW. of all equities and portfolios are less risky than AGRICULTURAL BANK. Compared to the overall equity markets, volatility of historical daily returns of AGRICULTURAL BANK OF CHINA is lower than 9 () of all global equities and portfolios over the last 30 days. Use AGRICULTURAL BANK OF CHINA to enhance returns of your portfolios. The otc stock experiences large bullish trend. Check odds of AGRICULTURAL BANK to be traded at $10.99 in 30 days. . As returns on market increase, AGRICULTURAL BANK returns are expected to increase less than the market. However during bear market, the loss on holding AGRICULTURAL BANK will be expected to be smaller as well.

AGRICULTURAL BANK correlation with market

correlation synergy
Very weak diversification
Overlapping area represents the amount of risk that can be diversified away by holding AGRICULTURAL BANK OF CHINA and equity matching DJI index in the same portfolio.

AGRICULTURAL BANK Current Risk Indicators

AGRICULTURAL BANK Suggested Diversification Pairs

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