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
Projected Return Density Against MarketConsidering 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