A10 Networks Risk Analysis And Volatility

ATEN -- USA Stock  

USD 6.99  0.24  3.32%

We consider A10 Networks moderately volatile. A10 Networks retains Efficiency (Sharpe Ratio) of 0.0351 which signifies that the company had 0.0351% of return per unit of price deviation over the last 3 months. Our way in which we are foreseeing volatility of a stock is to use all available market data together with stock specific technical indicators that cannot be diversified away. We have found twenty-six technical indicators for A10 Networks which you can use to evaluate future volatility of the entity. Please confirm A10 Networks Standard Deviation of 1.93, Coefficient Of Variation of 1166.2 and Market Risk Adjusted Performance of 0.2621 to double-check if risk estimate we provide are consistent with the epected return of 0.0686%.
Interest Expense

90 Days Market Risk

Moderately volatile

Chance of Distress in 24 months

Very low

90 Days Economic Sensitivity

Follows market closely
Horizon     30 Days    Login   to change

A10 Networks Market Sensitivity

As returns on market increase, A10 Networks returns are expected to increase less than the market. However during bear market, the loss on holding A10 Networks will be expected to be smaller as well.
3 Months Beta |Analyze A10 Networks Demand Trend
Check current 30 days A10 Networks correlation with market (DOW)
β = 0.6173

A10 Networks Central Daily Price Deviation

A10 Networks Technical Analysis

Transformation
The output start index for this execution was zero with a total number of output elements of sixty-one. A10 Networks 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.

A10 Networks Projected Return Density Against Market

Given the investment horizon of 30 days, A10 Networks has beta of 0.6173 . This suggests as returns on market go up, A10 Networks average returns are expected to increase less than the benchmark. However during bear market, the loss on holding A10 Networks will be expected to be much smaller as well. Moreover, The company has an alpha of 0.1442 implying that it can potentially generate 0.1442% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
Given the investment horizon of 30 days, the coefficient of variation of A10 Networks is 2849.04. The daily returns are destributed with a variance of 3.82 and standard deviation of 1.95. The mean deviation of A10 Networks is currently at 1.43. For similar time horizon, the selected benchmark (DOW) has volatility of 0.9
α
Alpha over DOW
=0.14
β
Beta against DOW=0.62
σ
Overall volatility
=1.95
Ir
Information ratio =0.07

A10 Networks Return Volatility

the corporation inherits 1.9536% risk (volatility on return distribution) over the 30 days horizon. the entity inherits 0.9009% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

A10 Networks Investment Opportunity

A10 Networks has a volatility of 1.95 and is 2.17 times more volatile than DOW. 17% of all equities and portfolios are less risky than A10 Networks. Compared to the overall equity markets, volatility of historical daily returns of A10 Networks is lower than 17 (%) of all global equities and portfolios over the last 30 days. Use A10 Networks to protect your portfolios against small markets fluctuations. The stock experiences unexpected downward movement. The market is reacting to new fundamentals. Check odds of A10 Networks to be traded at $6.71 in 30 days. . As returns on market increase, A10 Networks returns are expected to increase less than the market. However during bear market, the loss on holding A10 Networks will be expected to be smaller as well.

A10 Networks correlation with market

correlation synergy
Modest diversification
Overlapping area represents the amount of risk that can be diversified away by holding A10 Networks Inc and equity matching DJI index in the same portfolio.

A10 Networks Current Risk Indicators

A10 Networks Suggested Diversification Pairs

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