Our philosophy towards 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-one technical indicators for Avon Lifesciences Limited which you can use to evaluate future volatility of the firm. Please confirm Avon Lifesciences Mean Deviation of 2.55 and Risk Adjusted Performance of
(0.52) to double-check if risk estimate we provide are consistent with the epected return of 0.0%.
|Horizon||30 Days Login to change|
Avon Lifesciences Market Sensitivity
|As returns on market increase, returns on owning Avon Lifesciences are expected to decrease at a much smaller rate. During bear market, Avon Lifesciences is likely to outperform the market. 2 Months Beta |Analyze Avon Lifesciences Demand TrendCheck current 30 days Avon Lifesciences correlation with market (DOW)|
β = -0.0884
Avon Lifesciences Central Daily Price Deviation
Avon Lifesciences Technical Analysis
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Avon Lifesciences Projected Return Density Against MarketAssuming 30 trading days horizon, Avon Lifesciences Limited has beta of -0.0884 . This suggests as returns on benchmark increase, returns on holding Avon Lifesciences are expected to decrease at a much smaller rate. During bear market, however, Avon Lifesciences Limited 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. Avon Lifesciences is significantly underperforming DOW.
Predicted Return Density
|Alpha over DOW||=||0.91|
|Beta against DOW||=||0.09|
Avon Lifesciences Return Volatilitythe firm accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 1.9038% risk (volatility on return distribution) over the 30 days horizon.
DOW has a standard deviation of returns of 1.9 and is 9.223372036854776E16 times more volatile than Avon Lifesciences Limited. 0% of all equities and portfolios are less risky than Avon Lifesciences. Compared to the overall equity markets, volatility of historical daily returns of Avon Lifesciences Limited is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use Avon Lifesciences Limited to protect your portfolios against small markets fluctuations. The stock experiences unexpected downward movement. The market is reacting to new fundamentals. Check odds of Avon Lifesciences to be traded at 7.49 in 30 days. . As returns on market increase, returns on owning Avon Lifesciences are expected to decrease at a much smaller rate. During bear market, Avon Lifesciences is likely to outperform the market.
Avon Lifesciences correlation with market