Salesforce Risk Analysis And Volatility

CRM -- USA Stock  

USD 147.38  4.19  2.76%

We consider Salesforce very steady. Salesforce owns Efficiency Ratio (i.e. Sharpe Ratio) of 0.0308 which indicates the firm had 0.0308% of return per unit of risk over the last 2 months. Our philosophy towards measuring 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 Salesforce which you can use to evaluate future volatility of the company. Please validate Salesforce Risk Adjusted Performance of 0.0333, Coefficient Of Variation of 3250.42 and Semi Deviation of 1.46 to confirm if risk estimate we provide are consistent with the epected return of 0.0435%.
Interest Expense

60 Days Market Risk

Very steady

Chance of Distress in 24 months

Very low

60 Days Economic Sensitivity

Follows market closely
Horizon     30 Days    Login   to change

Salesforce Market Sensitivity

As returns on market increase, Salesforce returns are expected to increase less than the market. However during bear market, the loss on holding Salesforce will be expected to be smaller as well.
2 Months Beta |Analyze Salesforce Demand Trend
Check current 30 days Salesforce correlation with market (DOW)
β = 0.6567

Salesforce Central Daily Price Deviation

Salesforce Technical Analysis

Transformation
The output start index for this execution was zero with a total number of output elements of thirty-nine. Developed by Larry Williams, the Weighted Close is the average of Salesforce 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 Salesforce closing price as input. View also all equity analysis or get more info about weighted close price price transform indicator.

Salesforce Projected Return Density Against Market

Considering 30-days investment horizon, Salesforce has beta of 0.6567 . This suggests as returns on market go up, Salesforce average returns are expected to increase less than the benchmark. However during bear market, the loss on holding Salesforce will be expected to be much smaller as well. Moreover, The company has an alpha of 0.0996 implying that it can potentially generate 0.0996% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
Considering 30-days investment horizon, the coefficient of variation of Salesforce is 3250.21. The daily returns are destributed with a variance of 2.0 and standard deviation of 1.41. The mean deviation of Salesforce is currently at 1.13. For similar time horizon, the selected benchmark (DOW) has volatility of 0.98
α
Alpha over DOW
=0.1
β
Beta against DOW=0.66
σ
Overall volatility
=1.41
Ir
Information ratio =0.09

Salesforce Return Volatility

the business has volatility of 1.4142% on return distribution over 30 days investment horizon. the entity inherits 1.0427% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Salesforce Investment Opportunity

Salesforce has a volatility of 1.41 and is 1.36 times more volatile than DOW. 12% of all equities and portfolios are less risky than Salesforce. Compared to the overall equity markets, volatility of historical daily returns of Salesforce is lower than 12 (%) of all global equities and portfolios over the last 30 days. Use Salesforce to protect your portfolios against small markets fluctuations. The stock experiences unexpected downward movement. The market is reacting to new fundamentals. Check odds of Salesforce to be traded at $141.48 in 30 days. . As returns on market increase, Salesforce returns are expected to increase less than the market. However during bear market, the loss on holding Salesforce will be expected to be smaller as well.

Salesforce correlation with market

correlation synergy
Very weak diversification
Overlapping area represents the amount of risk that can be diversified away by holding Salesforce com Inc and equity matching DJI index in the same portfolio.

Salesforce Current Risk Indicators

Salesforce Suggested Diversification Pairs

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