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BankInvest Volatility

BA
BAIGAI -- Denmark Stock  

DKK 90.06  0.78  0.87%

Macroaxis considers BankInvest Globale to be somewhat reliable. BankInvest Globale secures Sharpe Ratio (or Efficiency) of -0.4685, which signifies that the organization had -0.4685% 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. BankInvest Globale Aktier Indek exposes twenty-one different technical indicators, which can help you to evaluate volatility that cannot be diversified away. Please be advised to confirm BankInvest Globale Mean Deviation of 4.53 and Risk Adjusted Performance of (0.82) to double-check the risk estimate we provide.
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BankInvest Globale Stock volatility depicts how high the prices fluctuate around the mean (or its average) price. In other words, it is a statistical measure of the distribution of BankInvest daily returns, and it is calculated using variance and standard deviation. We also use BankInvest's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of BankInvest Globale volatility.

BankInvest Globale Market Sensitivity

As returns on market increase, BankInvest Globale returns are expected to increase less than the market. However, during bear market, the loss on holding BankInvest Globale will be expected to be smaller as well.
3 Months Beta |Analyze BankInvest Globale Demand Trend
Check current 30 days BankInvest Globale correlation with market (DOW)
β = 0.1644

BankInvest Globale Central Daily Price Deviation

BankInvest Globale Technical Analysis

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BankInvest Globale Projected Return Density Against Market

Assuming 30 trading days horizon, BankInvest Globale has beta of 0.1644 . This suggests as returns on market go up, BankInvest Globale average returns are expected to increase less than the benchmark. However during bear market, the loss on holding BankInvest Globale Aktier Indek will be expected to be much smaller as well. Additionally, The company has a negative alpha implying that the risk taken by holding this equity is not justified. BankInvest Globale is significantly underperforming DOW.
 Predicted Return Density 
    
  Returns 
Assuming 30 trading days horizon, the coefficient of variation of BankInvest Globale is -213.45. The daily returns are destributed with a variance of 57.29 and standard deviation of 7.57. The mean deviation of BankInvest Globale Aktier Indek is currently at 5.45. For similar time horizon, the selected benchmark (DOW) has volatility of 3.8
α
Alpha over DOW
=1.36
β
Beta against DOW=0.16
σ
Overall volatility
=7.57
Ir
Information ratio =0.15

BankInvest Globale Return Volatility

the company accepts 7.569% volatility on return distribution over the 30 days horizon. the entity inherits 5.0293% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
    
  Timeline 

BankInvest Globale Investment Opportunity

BankInvest Globale Aktier Indek has a volatility of 7.57 and is 1.5 times more volatile than DOW. 67  of all equities and portfolios are less risky than BankInvest Globale. Compared to the overall equity markets, volatility of historical daily returns of BankInvest Globale Aktier Indek is higher than 67 () of all global equities and portfolios over the last 30 days. Use BankInvest Globale Aktier Indek to enhance returns of your portfolios. The stock experiences moderate upward volatility. Check odds of BankInvest Globale to be traded at kr99.07 in 30 days. . As returns on market increase, BankInvest Globale returns are expected to increase less than the market. However, during bear market, the loss on holding BankInvest Globale will be expected to be smaller as well.

BankInvest Globale correlation with market

correlation synergy
Modest diversification
Overlapping area represents the amount of risk that can be diversified away by holding BankInvest Globale Aktier Inde and equity matching DJI index in the same portfolio.

BankInvest Globale Current Risk Indicators

BankInvest Globale Suggested Diversification Pairs

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