HUGO BOSS (Germany) Risk Analysis And Volatility

BOSS -- Germany Stock  

EUR 64.04  4.08  5.99%

Macroaxis considers HUGO BOSS unknown risk given 2 months investment horizon. HUGO BOSS AG holds Efficiency (Sharpe) Ratio of 0.155 which attests that the entity had 0.155% of return per unit of return volatility over the last 2 months. Our way of determining 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 HUGO BOSS AG which you can use to evaluate future volatility of the corporation. Please utilize HUGO BOSS Market Risk Adjusted Performance of 1.34, Risk Adjusted Performance of 0.1829 and Semi Deviation of 1.02 to validate if our risk estimates are consistent with your expectations.
Horizon     30 Days    Login   to change

HUGO BOSS Market Sensitivity

As returns on market increase, HUGO BOSS returns are expected to increase less than the market. However during bear market, the loss on holding HUGO BOSS will be expected to be smaller as well.
2 Months Beta |Analyze HUGO BOSS AG Demand Trend
Check current 30 days HUGO BOSS correlation with market (DOW)
β = 0.3331

HUGO BOSS Central Daily Price Deviation

HUGO BOSS AG Technical Analysis

Transformation
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HUGO BOSS Projected Return Density Against Market

Assuming 30 trading days horizon, HUGO BOSS has beta of 0.3331 . This suggests as returns on market go up, HUGO BOSS average returns are expected to increase less than the benchmark. However during bear market, the loss on holding HUGO BOSS AG NA O N will be expected to be much smaller as well. Moreover, The company has an alpha of 0.3897 implying that it can potentially generate 0.3897% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
Assuming 30 trading days horizon, the coefficient of variation of HUGO BOSS is 645.19. The daily returns are destributed with a variance of 3.49 and standard deviation of 1.87. The mean deviation of HUGO BOSS AG NA O N is currently at 1.37. For similar time horizon, the selected benchmark (DOW) has volatility of 0.67
α
Alpha over DOW
=0.39
β
Beta against DOW=0.33
σ
Overall volatility
=1.87
Ir
Information ratio =0.16

HUGO BOSS Return Volatility

the business accepts 1.8676% volatility on return distribution over the 30 days horizon. the entity inherits 0.6323% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

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Investment Outlook

HUGO BOSS Investment Opportunity

HUGO BOSS AG NA O N has a volatility of 1.87 and is 2.97 times more volatile than DOW. 16% of all equities and portfolios are less risky than HUGO BOSS. Compared to the overall equity markets, volatility of historical daily returns of HUGO BOSS AG NA O N is lower than 16 (%) of all global equities and portfolios over the last 30 days. Use HUGO BOSS AG NA O N to protect your portfolios against small markets fluctuations. The stock experiences very speculative upward sentiment. Check odds of HUGO BOSS to be traded at €60.84 in 30 days. . As returns on market increase, HUGO BOSS returns are expected to increase less than the market. However during bear market, the loss on holding HUGO BOSS will be expected to be smaller as well.

HUGO BOSS correlation with market

correlation synergy
Average diversification
Overlapping area represents the amount of risk that can be diversified away by holding HUGO BOSS AG NA O N and equity matching DJI index in the same portfolio.

HUGO BOSS Volatility Indicators

HUGO BOSS AG NA O N Current Risk Indicators

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