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Salesforce Risk Analysis And Volatility

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CRM -- USA Stock  

Earning Report: February 25, 2020  

Macroaxis considers Salesforce very steady given 3 months investment horizon. Salesforce Com owns Efficiency Ratio (i.e. Sharpe Ratio) of 0.22 which indicates the firm had 0.22% of return per unit of risk over the last 3 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 Com which you can use to evaluate future volatility of the company. Please operate Salesforce Risk Adjusted Performance of 0.1703, Coefficient Of Variation of 475.81 and Semi Deviation of 0.7373 to confirm if our risk estimates are consistent with your expectations.
Interest Expense

90 Days Market Risk

Very steady

Chance of Distress

Very Small

90 Days Economic Sensitivity

Moves indifferently to market moves

Salesforce Market Sensitivity

As returns on market increase, returns on owning Salesforce are expected to decrease at a much smaller rate. During bear market, Salesforce is likely to outperform the market.
3 Months Beta |Analyze Salesforce Com Demand Trend
Check current 30 days Salesforce correlation with market (DOW)
β = -0.0819

Salesforce Central Daily Price Deviation

Salesforce Com Technical Analysis

Transformation
The output start index for this execution was zero with a total number of output elements of sixty-one. Salesforce Com Average Price is the average of the sum of open, high, low and close daily prices of a bar. It can be used to smooth an indicator that normally takes just the closing price as input. View also all equity analysis or get more info about average price price transform indicator.

Salesforce Projected Return Density Against Market

Considering 30-days investment horizon, Salesforce Com has beta of -0.0819 . This suggests as returns on benchmark increase, returns on holding Salesforce are expected to decrease at a much smaller rate. During bear market, however, Salesforce Com is likely to outperform the market. Moreover, The company has an alpha of 0.2438 implying that it can potentially generate 0.2438% 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 454.56. The daily returns are destributed with a variance of 1.45 and standard deviation of 1.2. The mean deviation of Salesforce Com is currently at 0.92. For similar time horizon, the selected benchmark (DOW) has volatility of 0.79
α
Alpha over DOW
=0.24
β
Beta against DOW=0.08
σ
Overall volatility
=1.20
Ir
Information ratio =0.14

Salesforce Return Volatility

the business has volatility of 1.2049% on return distribution over 30 days investment horizon. the entity inherits 0.8015% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
    
  Timeline 

Salesforce Investment Opportunity

Salesforce Com has a volatility of 1.2 and is 1.5 times more volatile than DOW. 10  of all equities and portfolios are less risky than Salesforce. Compared to the overall equity markets, volatility of historical daily returns of Salesforce Com is lower than 10 () of all global equities and portfolios over the last 30 days. Use Salesforce Com to enhance returns of your portfolios. The stock experiences moderate upward volatility. Check odds of Salesforce to be traded at $210.2 in 30 days. . As returns on market increase, returns on owning Salesforce are expected to decrease at a much smaller rate. During bear market, Salesforce is likely to outperform the market.

Salesforce correlation with market

correlation synergy
Good 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

Continue to Trending Equities. Please also try Portfolio Backtesting module to avoid under-diversification and over-optimization by backtesting your portfolios.
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