Arrow Electronics Risk Analysis And Volatility Evaluation

ARW -- USA Stock  

USD 78.60  0.90  1.13%

Macroaxis considers Arrow Electronics not too risky given 1 month investment horizon. Arrow Electronics secures Sharpe Ratio (or Efficiency) of 0.2751 which signifies that Arrow Electronics had 0.2751% of return per unit of risk over the last 1 month. Our philosophy towards foreseeing volatility of a stock is to use all available market data together with company specific technical indicators that cannot be diversified away. We have found twenty-one technical indicators for Arrow Electronics which you can use to evaluate future volatility of the firm. Please makes use of Arrow Electronics Downside Deviation of 0.929, Risk Adjusted Performance of 0.01 and Mean Deviation of 0.6056 to double-check if our risk estimates are consistent with your expectations.
 Time Horizon     30 Days    Login   to change

Arrow Electronics Technical Analysis

Transformation
The output start index for this execution was zero with a total number of output elements of seventeen. Arrow Electronics 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.

Projected Return Density Against Market

Considering 30-days investment horizon, Arrow Electronics has beta of 0.0 . This suggests unless we do not have required data, the returns on DOW and Arrow Electronics are completely uncorrelated. Furthermore, Arrow ElectronicsIt does not look like Arrow Electronics alpha can have any bearing on the equity current valuation.
 Predicted Return Density 
      Returns 
Considering 30-days investment horizon, the coefficient of variation of Arrow Electronics is 363.51. The daily returns are destributed with a variance of 0.69 and standard deviation of 0.83. The mean deviation of Arrow Electronics is currently at 0.6. For similar time horizon, the selected benchmark (DOW) has volatility of 0.0
α
Alpha over DOW
=0.00
β
Beta against DOW=0.00
σ
Overall volatility
=0.83
Ir
Information ratio =0.26

Actual Return Volatility

Arrow Electronics has volatility of 0.8311% on return distribution over 30 days investment horizon. DOW inherits 0.6065% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Arrow Electronics Volatility Factors

30 Days Market Risk

Not too risky

Chance of Distress in 24 months

30 Days Economic Sensitivity

Market Insensitive

Investment Outlook

Arrow Electronics Investment Opportunity
Arrow Electronics has a volatility of 0.83 and is 1.36 times more volatile than DOW. 7% of all equities and portfolios are less risky than Arrow Electronics. Compared to the overall equity markets, volatility of historical daily returns of Arrow Electronics is lower than 7 (%) of all global equities and portfolios over the last 30 days.

Total Debt

Arrow Electronics Total Debt History

Total Debt

Volatility Indicators

Arrow Electronics Current Risk Indicators
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