Ambow Education Risk Analysis And Volatility

AMBO -- USA Stock  

USD 1.58  0.17  12.06%

Macroaxis considers Ambow Education to be out of control. Ambow Education Hold secures Sharpe Ratio (or Efficiency) of -0.0525 which signifies that the organization had -0.0525% 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. Ambow Education Holding Ltd Am exposes twenty-eight different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to confirm Ambow Education Hold Mean Deviation of 1.26 and Risk Adjusted Performance of (0.007739) to double-check risk estimate we provide.
Interest Expense

90 Days Market Risk

Out of control

Chance of Distress in 24 months

Below average

90 Days Economic Sensitivity

Moves indifferently to market moves
Horizon     30 Days    Login   to change

Ambow Education Market Sensitivity

As returns on market increase, returns on owning Ambow Education are expected to decrease at a much smaller rate. During bear market, Ambow Education is likely to outperform the market.
3 Months Beta |Analyze Ambow Education Hold Demand Trend
Check current 30 days Ambow Education correlation with market (DOW)
β = -0.0077

Ambow Education Central Daily Price Deviation

Ambow Education Hold Technical Analysis

Transformation
The output start index for this execution was zero with a total number of output elements of sixty-one. Ambow Education Hold 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.

Ambow Education Projected Return Density Against Market

Given the investment horizon of 30 days, Ambow Education Holding Ltd Am has beta of -0.0077 . This suggests as returns on benchmark increase, returns on holding Ambow Education are expected to decrease at a much smaller rate. During bear market, however, Ambow Education Holding Ltd Am is likely to outperform the market. Additionally, The company has a negative alpha implying that the risk taken by holding this equity is not justified. Ambow Education Hold is significantly underperforming DOW.
 Predicted Return Density 
      Returns 
Given the investment horizon of 30 days, the coefficient of variation of Ambow Education is -1904.23. The daily returns are destributed with a variance of 32.72 and standard deviation of 5.72. The mean deviation of Ambow Education Holding Ltd Am is currently at 3.43. For similar time horizon, the selected benchmark (DOW) has volatility of 0.71
α
Alpha over DOW
=0.07
β
Beta against DOW=0.0077
σ
Overall volatility
=5.72
Ir
Information ratio =0.06

Ambow Education Return Volatility

the corporation inherits 5.7202% risk (volatility on return distribution) over the 30 days horizon. the entity inherits 0.646% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Ambow Education Investment Opportunity

Ambow Education Holding Ltd Am has a volatility of 5.72 and is 8.8 times more volatile than DOW. 51  of all equities and portfolios are less risky than Ambow Education. Compared to the overall equity markets, volatility of historical daily returns of Ambow Education Holding Ltd Am is higher than 51 () of all global equities and portfolios over the last 30 days.

Ambow Education Current Risk Indicators

Ambow Education Suggested Diversification Pairs

Check also Trending Equities. Please also try Piotroski F Score module to get piotroski f score based on binary analysis strategy of nine different fundamentals.
Search macroaxis.com