>

BankInvest Volatility

BA
BIV75 -- Denmark Stock  

DKK 86.44  1.04  1.19%

BankInvest Optima is very steady given 3 months investment horizon. BankInvest Optima secures Sharpe Ratio (or Efficiency) of 1.15, which signifies that the organization had 1.15% of return per unit of risk over the last 3 months. Our philosophy towards foreseeing risk of a stock is to use both market data as well as company specific technical data. We found twenty-six different technical indicators, which can help you to evaluate if expected returns of 1.15% are justified by taking the suggested risk. Use BankInvest Optima Risk Adjusted Performance of (1.32) and Mean Deviation of 7.7 to evaluate company specific risk that cannot be diversified away.
View Volatility For
Refresh
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, returns on owning BankInvest Optima are expected to decrease at a much smaller rate. During bear market, BankInvest Optima is likely to outperform the market.
3 Months Beta |Analyze BankInvest Optima Demand Trend
Check current 30 days BankInvest Optima correlation with market (DOW)
β = -0.1579

BankInvest Optima Central Daily Price Deviation

BankInvest Optima Technical Analysis

Transformation
We are not able to run technical analysis function on this symbol. We either do not have that equity or its historical data is not available at this time. Please try again later.

BankInvest Optima Projected Return Density Against Market

Assuming 30 trading days horizon, BankInvest Optima 75 KL has beta of -0.1579 . This suggests as returns on benchmark increase, returns on holding BankInvest Optima are expected to decrease at a much smaller rate. During bear market, however, BankInvest Optima 75 KL 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. BankInvest Optima is significantly underperforming DOW.
 Predicted Return Density 
    
  Returns 
Assuming 30 trading days horizon, the coefficient of variation of BankInvest Optima is 86.62. The daily returns are destributed with a variance of 0.99 and standard deviation of 0.99. The mean deviation of BankInvest Optima 75 KL is currently at 0.76. For similar time horizon, the selected benchmark (DOW) has volatility of 3.99
α
Alpha over DOW
=3.5
β
Beta against DOW=0.16
σ
Overall volatility
=0.99
Ir
Information ratio =0.31

BankInvest Optima Return Volatility

the company accepts 0.9938% volatility on return distribution over the 30 days horizon. the entity inherits 4.014% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
    
  Timeline 

BankInvest Optima Investment Opportunity

DOW has a standard deviation of returns of 4.01 and is 4.05 times more volatile than BankInvest Optima 75 KL. 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 75 KL is lower than 8 () of all global equities and portfolios over the last 30 days. Use BankInvest Optima 75 KL to protect your portfolios against small markets fluctuations. The stock experiences somewhat bearish sentiment, but market may correct it shortly. Check odds of BankInvest Optima to be traded at kr83.85 in 30 days. . As returns on market increase, returns on owning BankInvest Optima are expected to decrease at a much smaller rate. During bear market, BankInvest Optima is likely to outperform the market.

BankInvest Optima correlation with market

correlation synergy
Very good diversification
Overlapping area represents the amount of risk that can be diversified away by holding BankInvest Optima 75 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 Equity Forecasting module to use basic forecasting models to generate price predictions and determine price momentum.
Company logos by clearbit
Macroaxis is not a registered investment advisor or broker/dealer. All investments, including stocks, funds, ETFs, or cryptocurrencies, are speculative and involve substantial risk of loss. We encourage our investors to invest carefully. Much of our information is derived directly from data published by companies or submitted to governmental agencies which we believe are reliable, but are without our independent verification. Therefore, we cannot assure you that the information is accurate or complete. We do not in any way warrant or guarantee the success of any action you take in reliance on our statements or recommendations. Also, note that past performance is not necessarily indicative of future results. All investments carry risk, and all investment decisions of an individual remain the responsibility of that individual. There is no guarantee that systems, indicators, or signals will result in profits or that they will not result in losses. All investors are advised to fully understand all risks associated with any investing they choose to do. Hypothetical or simulated performance is not indicative of future results. We make no representations or warranties that any investor will, or is likely to, achieve profits similar to those shown because hypothetical or simulated performance is not necessarily indicative of future results. For more information please visit our terms and condition page