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Acadia Risk Analysis And Volatility

<div class='circular--portrait' style='background:#2A0CD0;color: white;font-size:3em;padding-top: 40px;;'>AKR</div>
AKR -- USA Stock  

Fiscal Quarter End: March 31, 2020  

Macroaxis considers Acadia Realty to be not too volatile. Acadia Realty Trust secures Sharpe Ratio (or Efficiency) of -0.1287 which signifies that the organization had -0.1287% of return per unit of standard deviation over the last 3 months. Macroaxis philosophy in 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. Acadia Realty Trust exposes twenty-eight different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to confirm Acadia Realty Trust Mean Deviation of 0.9231 and Risk Adjusted Performance of (0.12) to double-check risk estimate we provide.
Equity
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Interest Expense

90 Days Market Risk

Not too volatile

Chance of Distress

Below Average

90 Days Economic Sensitivity

Slowly supersedes market

Acadia Realty Market Sensitivity

As returns on market increase, Acadia Realty returns are expected to increase less than the market. However during bear market, the loss on holding Acadia Realty will be expected to be smaller as well.
3 Months Beta |Analyze Acadia Realty Trust Demand Trend
Check current 30 days Acadia Realty correlation with market (DOW)
β = 0.2852

Acadia Realty Central Daily Price Deviation

Acadia Realty Trust Technical Analysis

Transformation
The output start index for this execution was zero with a total number of output elements of sixty-one. Acadia Realty Trust Average Price is the average of the sum of open, high, low and close daily prices of a bar. It can be used to smooth an indicator that normally takes just the closing price as input. View also all equity analysis or get more info about average price price transform indicator.

Acadia Realty Projected Return Density Against Market

Considering 30-days investment horizon, Acadia Realty has beta of 0.2852 . This suggests as returns on market go up, Acadia Realty average returns are expected to increase less than the benchmark. However during bear market, the loss on holding Acadia Realty Trust 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. Acadia Realty Trust is significantly underperforming DOW.
 Predicted Return Density 
    
  Returns 
Considering 30-days investment horizon, the coefficient of variation of Acadia Realty is -777.18. The daily returns are destributed with a variance of 1.37 and standard deviation of 1.17. The mean deviation of Acadia Realty Trust is currently at 0.94. For similar time horizon, the selected benchmark (DOW) has volatility of 0.98
α
Alpha over DOW
=0.14
β
Beta against DOW=0.29
σ
Overall volatility
=1.17
Ir
Information ratio =0.09

Acadia Realty Return Volatility

the enterprise has volatility of 1.1693% on return distribution over 30 days investment horizon. the entity inherits 1.0138% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
    
  Timeline 

Acadia Realty Investment Opportunity

Acadia Realty Trust has a volatility of 1.17 and is 1.16 times more volatile than DOW. 10  of all equities and portfolios are less risky than Acadia Realty. Compared to the overall equity markets, volatility of historical daily returns of Acadia Realty Trust is lower than 10 () of all global equities and portfolios over the last 30 days. Use Acadia Realty Trust to protect your portfolios against small markets fluctuations. The stock experiences somewhat bearish sentiment, but market may correct it shortly. Check odds of Acadia Realty to be traded at $23.69 in 30 days. . As returns on market increase, Acadia Realty returns are expected to increase less than the market. However during bear market, the loss on holding Acadia Realty will be expected to be smaller as well.

Acadia Realty correlation with market

correlation synergy
Modest diversification
Overlapping area represents the amount of risk that can be diversified away by holding Acadia Realty Trust and equity matching DJI index in the same portfolio.

Acadia Realty Current Risk Indicators

Acadia Realty Suggested Diversification Pairs

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