Acorn International Risk Analysis And Volatility

ATV -- USA Stock  

USD 19.59  0.89  4.76%

Macroaxis considers Acorn International to be slightly risky. Acorn International secures Sharpe Ratio (or Efficiency) of -0.0874 which signifies that the organization had -0.0874% of return per unit of risk over the last 3 months. Macroaxis philosophy towards foreseeing 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. Acorn International exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to confirm Acorn International Risk Adjusted Performance of (0.05) and Mean Deviation of 2.29 to double-check risk estimate we provide.
Interest Expense

90 Days Market Risk

Slightly risky

Chance of Distress in 24 months

Very Small

90 Days Economic Sensitivity

Moves indifferently to market moves
Horizon     30 Days    Login   to change

Acorn International Market Sensitivity

As returns on market increase, returns on owning Acorn International are expected to decrease at a much smaller rate. During bear market, Acorn International is likely to outperform the market.
3 Months Beta |Analyze Acorn International Demand Trend
Check current 30 days Acorn International correlation with market (DOW)
β = -0.1208

Acorn International Central Daily Price Deviation

Acorn International Technical Analysis

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

Acorn International Projected Return Density Against Market

Considering 30-days investment horizon, Acorn International has beta of -0.1208 . This suggests as returns on benchmark increase, returns on holding Acorn International are expected to decrease at a much smaller rate. During bear market, however, Acorn International is likely to outperform the market. Additionally, The company has a negative alpha implying that the risk taken by holding this equity is not justified. Acorn International is significantly underperforming DOW.
 Predicted Return Density 
      Returns 
Considering 30-days investment horizon, the coefficient of variation of Acorn International is -1144.25. The daily returns are destributed with a variance of 9.53 and standard deviation of 3.09. The mean deviation of Acorn International is currently at 2.32. For similar time horizon, the selected benchmark (DOW) has volatility of 0.88
α
Alpha over DOW
=0.22
β
Beta against DOW=0.12
σ
Overall volatility
=3.09
Ir
Information ratio =0.08

Acorn International Return Volatility

the venture has volatility of 3.0867% on return distribution over 30 days investment horizon. the entity inherits 0.9084% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Acorn International Investment Opportunity

Acorn International has a volatility of 3.09 and is 3.4 times more volatile than DOW. 27% of all equities and portfolios are less risky than Acorn International. Compared to the overall equity markets, volatility of historical daily returns of Acorn International is lower than 27 (%) of all global equities and portfolios over the last 30 days. Use Acorn International to enhance returns of your portfolios. The stock experiences very speculative upward sentiment. . Check odds of Acorn International to be traded at $24.49 in 30 days. . As returns on market increase, returns on owning Acorn International are expected to decrease at a much smaller rate. During bear market, Acorn International is likely to outperform the market.

Acorn International correlation with market

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

Acorn International Current Risk Indicators

Acorn International Suggested Diversification Pairs

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