Chiron Refineries (Israel) Risk Analysis And Volatility

CHR -- Israel Stock  

ILS 25.90  2.20  7.83%

Chiron Refineries is unknown risk given 2 months investment horizon. Chiron Refineries secures Sharpe Ratio (or Efficiency) of 0.167 which signifies that the organization had 0.167% of return per unit of risk over the last 2 months. Our philosophy towards foreseeing volatility of a stock is to use Chiron Refineries market data together with company specific technical indicators. We found twenty-one different technical indicators which can help you to evaluate if expected returns of 2.3731% are justified by taking the suggested risk. Use Chiron Refineries Downside Deviation of 7.68, Risk Adjusted Performance of 0.0559 and Mean Deviation of 5.87 to evaluate company specific risk that cannot be diversified away.
Horizon     30 Days    Login   to change

Chiron Refineries Market Sensitivity

As market goes up, the company is expected to significantly outperform it. However, if the market returns are negative, Chiron Refineries will likely underperform.
2 Months Beta |Analyze Chiron Refineries Demand Trend
Check current 30 days Chiron Refineries correlation with market (DOW)
β = 1.9083

Chiron Refineries Central Daily Price Deviation

Chiron Refineries Technical Analysis

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Chiron Refineries Projected Return Density Against Market

Assuming 30 trading days horizon, the stock has beta coefficient of 1.9083 . This suggests as the benchmark fluctuates upward, the company is expected to outperform it on average . However, if the benchmark returns are expected to be negative, Chiron Refineries will likely underperform. Moreover, The company has an alpha of 0.4704 implying that it can potentially generate 0.4704% 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 Chiron Refineries is 598.85. The daily returns are destributed with a variance of 201.96 and standard deviation of 14.21. The mean deviation of Chiron Refineries Ltd is currently at 7.46. For similar time horizon, the selected benchmark (DOW) has volatility of 0.68
α
Alpha over DOW
=0.47
β
Beta against DOW=1.91
σ
Overall volatility
=14.21
Ir
Information ratio =0.05

Chiron Refineries Return Volatility

the company assumes 14.2113% volatility of returns over the 30 days investment horizon. the entity inherits 0.6894% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Chiron Refineries Volatility Factors

60 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

60 Days Economic Sensitivity

Insignificant

Investment Outlook

Chiron Refineries Investment Opportunity

Chiron Refineries Ltd has a volatility of 14.21 and is 20.59 times more volatile than DOW. 96% of all equities and portfolios are less risky than Chiron Refineries. Compared to the overall equity markets, volatility of historical daily returns of Chiron Refineries Ltd is higher than 96 (%) of all global equities and portfolios over the last 30 days. Use Chiron Refineries Ltd to protect your portfolios against small markets fluctuations. The stock experiences very speculative upward sentiment. Check odds of Chiron Refineries to be traded at S24.6 in 30 days. . As market goes up, the company is expected to significantly outperform it. However, if the market returns are negative, Chiron Refineries will likely underperform.

Chiron Refineries correlation with market

correlation synergy
Average diversification
Overlapping area represents the amount of risk that can be diversified away by holding Chiron Refineries Ltd and equity matching DJI index in the same portfolio.

Chiron Refineries Volatility Indicators

Chiron Refineries Ltd Current Risk Indicators

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