AM RESOURCES Risk Analysis And Volatility

AMR -- Canada Stock  

CAD 0.09  0.025  41.67%

AM RESOURCES is out of control given 3 months investment horizon. AM RESOURCES CORP retains Efficiency (Sharpe Ratio) of 0.0692 which signifies that the organization had 0.0692% of return per unit of price deviation over the last 3 months. Our way in which we are foreseeing risk of a stock is to use both market data as well as company specific technical data. We found twenty-one different technical indicators which can help you to evaluate if expected returns of 1.0275% are justified by taking the suggested risk. Use AM RESOURCES CORP Standard Deviation of 10.96, Coefficient Of Variation of 2330.81 and Market Risk Adjusted Performance of (0.28) to evaluate company specific risk that cannot be diversified away.

90 Days Market Risk

Out of control

Chance of Distress in 24 months

Below average

90 Days Economic Sensitivity

Very regressive towards market
Horizon     30 Days    Login   to change

AM RESOURCES Market Sensitivity

As returns on market increase, returns on owning AM RESOURCES are expected to decrease by larger amounts. On the other hand, during market turmoil, AM RESOURCES is expected to significantly outperform it.
3 Months Beta |Analyze AM RESOURCES CORP Demand Trend
Check current 30 days AM RESOURCES correlation with market (DOW)
β = -1.595

AM RESOURCES Central Daily Price Deviation

AM RESOURCES CORP Technical Analysis

Transformation
The output start index for this execution was zero with a total number of output elements of sixty-one. The Median Price line plots median indexes of AM RESOURCES CORP price series. View also all equity analysis or get more info about median price price transform indicator.

AM RESOURCES Projected Return Density Against Market

Assuming 30 trading days horizon, AM RESOURCES CORP has beta of -1.595 . This suggests as returns on its benchmark rise, returns on holding AM RESOURCES CORP are expected to decrease by similarly larger amounts. On the other hand, during market turmoils, AM RESOURCES is expected to outperform its benchmark. Moreover, The company has an alpha of 0.4219 implying that it can potentially generate 0.4219% 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 AM RESOURCES is 1444.31. The daily returns are destributed with a variance of 220.25 and standard deviation of 14.84. The mean deviation of AM RESOURCES CORP is currently at 8.43. For similar time horizon, the selected benchmark (DOW) has volatility of 0.97
α
Alpha over DOW
=0.42
β
Beta against DOW=1.59
σ
Overall volatility
=14.84
Ir
Information ratio =0.0442

AM RESOURCES Return Volatility

the venture shows 14.8407% volatility of returns over 30 trading days. the entity inherits 0.9858% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

AM RESOURCES Investment Opportunity

AM RESOURCES CORP has a volatility of 14.84 and is 14.99 times more volatile than DOW. 96  of all equities and portfolios are less risky than AM RESOURCES. Compared to the overall equity markets, volatility of historical daily returns of AM RESOURCES CORP is higher than 96 () of all global equities and portfolios over the last 30 days. Use AM RESOURCES CORP to enhance returns of your portfolios. The stock experiences very speculative upward sentiment. . Check odds of AM RESOURCES to be traded at C$0.1063 in 30 days. . As returns on market increase, returns on owning AM RESOURCES are expected to decrease by larger amounts. On the other hand, during market turmoil, AM RESOURCES is expected to significantly outperform it.

AM RESOURCES correlation with market

correlation synergy
Good diversification
Overlapping area represents the amount of risk that can be diversified away by holding AM RESOURCES CORP and equity matching DJI index in the same portfolio.

AM RESOURCES Current Risk Indicators

AM RESOURCES Suggested Diversification Pairs

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