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BankInvest Volatility

BA
BIV30A -- Denmark Stock  

DKK 92.18  0.50  0.55%

Macroaxis considers BankInvest Optima to be not too volatile. BankInvest Optima secures Sharpe Ratio (or Efficiency) of -0.4715, which signifies that the organization had -0.4715% 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 Optima 30 Akk KL exposes twenty-one different technical indicators, which can help you to evaluate volatility that cannot be diversified away. Please be advised to confirm BankInvest Optima Mean Deviation of 2.78 and Risk Adjusted Performance of (1.07) to double-check the risk estimate we provide.
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BankInvest Optima 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 Optima volatility.

BankInvest Optima Market Sensitivity

As returns on market increase, BankInvest Optima returns are expected to increase less than the market. However, during bear market, the loss on holding BankInvest Optima will be expected to be smaller as well.
3 Months Beta |Analyze BankInvest Optima Demand Trend
Check current 30 days BankInvest Optima correlation with market (DOW)
β = 0.0551

BankInvest Optima Central Daily Price Deviation

BankInvest Optima Technical Analysis

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BankInvest Optima Projected Return Density Against Market

Assuming 30 trading days horizon, BankInvest Optima has beta of 0.0551 . This suggests as returns on market go up, BankInvest Optima average returns are expected to increase less than the benchmark. However during bear market, the loss on holding BankInvest Optima 30 Akk KL 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 Optima is significantly underperforming DOW.
 Predicted Return Density 
    
  Returns 
Assuming 30 trading days horizon, the coefficient of variation of BankInvest Optima is -212.07. The daily returns are destributed with a variance of 30.32 and standard deviation of 5.51. The mean deviation of BankInvest Optima 30 Akk KL is currently at 3.92. For similar time horizon, the selected benchmark (DOW) has volatility of 3.81
α
Alpha over DOW
=1.27
β
Beta against DOW=0.06
σ
Overall volatility
=5.51
Ir
Information ratio =0.2

BankInvest Optima Return Volatility

the company accepts 5.5066% volatility on return distribution over the 30 days horizon. the entity inherits 3.8414% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
    
  Timeline 

BankInvest Optima Investment Opportunity

BankInvest Optima 30 Akk KL has a volatility of 5.51 and is 1.43 times more volatile than DOW. 49  of all equities and portfolios are less risky than BankInvest Optima. Compared to the overall equity markets, volatility of historical daily returns of BankInvest Optima 30 Akk KL is lower than 49 () of all global equities and portfolios over the last 30 days. Use BankInvest Optima 30 Akk KL to enhance returns of your portfolios. The stock experiences moderate upward volatility. Check odds of BankInvest Optima to be traded at kr101.4 in 30 days. . As returns on market increase, BankInvest Optima returns are expected to increase less than the market. However, during bear market, the loss on holding BankInvest Optima will be expected to be smaller as well.

BankInvest Optima correlation with market

correlation synergy
Average diversification
Overlapping area represents the amount of risk that can be diversified away by holding BankInvest Optima 30 Akk KL and equity matching DJI index in the same portfolio.

BankInvest Optima Current Risk Indicators

BankInvest Optima Suggested Diversification Pairs

Continue to Trending Equities. Please also try Fundamentals Matrix module to view fundamentals matrix and analyze how accounts are interrelated and interconnected with each other.
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