CNO Financial Risk Analysis And Volatility

CNO -- USA Stock  

USD 16.00  0.03  0.19%

We consider CNO Financial somewhat reliable. CNO Financial Group secures Sharpe Ratio (or Efficiency) of 6.0E-4 which signifies that the organization had 6.0E-4% of return per unit of risk over the last 3 months. Our philosophy towards foreseeing 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 CNO Financial Group which you can use to evaluate future volatility of the firm. Please confirm CNO Financial Group Mean Deviation of 1.57 and Risk Adjusted Performance of (0.004606) to double-check if risk estimate we provide are consistent with the epected return of 0.0012%.
Interest Expense

90 Days Market Risk

Somewhat reliable

Chance of Distress in 24 months

Close to average

90 Days Economic Sensitivity

Responds to market
Horizon     30 Days    Login   to change

CNO Financial Market Sensitivity

As market goes up, the company is expected to significantly outperform it. However, if the market returns are negative, CNO Financial will likely underperform.
3 Months Beta |Analyze CNO Financial Group Demand Trend
Check current 30 days CNO Financial correlation with market (DOW)
β = 1.5881

CNO Financial Central Daily Price Deviation

CNO Financial Group Technical Analysis

The output start index for this execution was zero with a total number of output elements of sixty-one. Developed by Larry Williams, the Weighted Close is the average of CNO Financial Group high, low and close of a chart with the close values weighted twice. It can be used to smooth an indicator that normally takes only CNO Financial closing price as input. View also all equity analysis or get more info about weighted close price price transform indicator.

CNO Financial Projected Return Density Against Market

Considering 30-days investment horizon, the stock has beta coefficient of 1.5881 . 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, CNO Financial will likely underperform. Additionally, The company has a negative alpha implying that the risk taken by holding this equity is not justified. CNO Financial Group is significantly underperforming DOW.
 Predicted Return Density 
Considering 30-days investment horizon, the coefficient of variation of CNO Financial is 171704.84. The daily returns are destributed with a variance of 4.08 and standard deviation of 2.02. The mean deviation of CNO Financial Group is currently at 1.62. For similar time horizon, the selected benchmark (DOW) has volatility of 0.9
Alpha over DOW
Beta against DOW=1.59
Overall volatility
Information ratio =0.03

CNO Financial Return Volatility

the corporation has volatility of 2.0189% on return distribution over 30 days investment horizon. the entity inherits 0.9173% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 

CNO Financial Investment Opportunity

CNO Financial Group has a volatility of 2.02 and is 2.2 times more volatile than DOW. 18% of all equities and portfolios are less risky than CNO Financial. Compared to the overall equity markets, volatility of historical daily returns of CNO Financial Group is lower than 18 (%) of all global equities and portfolios over the last 30 days. Use CNO Financial Group to enhance returns of your portfolios. The stock experiences normal upward fluctuation. Check odds of CNO Financial to be traded at $16.8 in 30 days. . As market goes up, the company is expected to significantly outperform it. However, if the market returns are negative, CNO Financial will likely underperform.

CNO Financial correlation with market

correlation synergy
Poor diversification
Overlapping area represents the amount of risk that can be diversified away by holding CNO Financial Group Inc and equity matching DJI index in the same portfolio.

CNO Financial Current Risk Indicators

CNO Financial Suggested Diversification Pairs

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