Macroaxis considers Salomon A to be unknown risk. Salomon A Angel owns Efficiency Ratio (i.e. Sharpe Ratio) of -0.0431 which indicates the firm had -0.0431% of return per unit of risk over the last 2 months. Macroaxis philosophy towards measuring 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. Salomon A Angel Ltd exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to validate Salomon A Risk Adjusted Performance of
(0.06) and Coefficient Of Variation of (1,018) to confirm risk estimate we provide.
|Horizon||30 Days Login to change|
Salomon A Market Sensitivity
|2 Months Beta |Analyze Salomon A Angel Demand TrendCheck current 30 days Salomon A correlation with market (DOW)|
β = -0.9398
Salomon A Central Daily Price Deviation
Salomon A Angel Technical Analysis
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Salomon A Projected Return Density Against MarketAssuming 30 trading days horizon, Salomon A Angel Ltd has beta of -0.9398 . This suggests Additionally, The company has a negative alpha implying that the risk taken by holding this equity is not justified. Salomon A Angel is significantly underperforming DOW.
Predicted Return Density
Assuming 30 trading days horizon, the coefficient of variation of Salomon A is -2317.67. The daily returns are destributed with a variance of 26.64 and standard deviation of 5.16. The mean deviation of Salomon A Angel Ltd is currently at 2.91. For similar time horizon, the selected benchmark (DOW) has volatility of 0.68
|Alpha over DOW||=||0.32|
|Beta against DOW||=||0.94|
Salomon A Return Volatilitythe company accepts 5.1617% volatility on return distribution over the 30 days horizon. the entity inherits 0.6617% risk (volatility on return distribution) over the 30 days horizon.
Salomon A Angel Ltd has a volatility of 5.16 and is 7.82 times more volatile than DOW. 46% of all equities and portfolios are less risky than Salomon A. Compared to the overall equity markets, volatility of historical daily returns of Salomon A Angel Ltd is lower than 46 (%) of all global equities and portfolios over the last 30 days. Use Salomon A Angel Ltd to protect your portfolios 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 Salomon A to be traded at S2751.21 in 30 days. .
Salomon A correlation with market