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 Continental Securities Limited which you can use to evaluate future volatility of the firm. Please confirm Continental Securities Mean Deviation of 0.2187 and Risk Adjusted Performance of 0.2562 to double-check if risk estimate we provide are consistent with the epected return of 0.0%.
|Horizon||30 Days Login to change|
Continental Securities Market Sensitivity
|As returns on market increase, returns on owning Continental Securities are expected to decrease at a much smaller rate. During bear market, Continental Securities is likely to outperform the market. 2 Months Beta |Analyze Continental Securities Demand TrendCheck current 30 days Continental Securities correlation with market (DOW)|
β = -0.0038
Continental Securities Central Daily Price Deviation
Continental Securities Technical Analysis
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Continental Securities Projected Return Density Against MarketAssuming 30 trading days horizon, Continental Securities Limited has beta of -0.0038 . This suggests as returns on benchmark increase, returns on holding Continental Securities are expected to decrease at a much smaller rate. During bear market, however, Continental Securities Limited is likely to outperform the market. Moreover, The company has an alpha of 0.1022 implying that it can potentially generate 0.1022% excess return over DOW after adjusting for the inherited market risk (beta).
Predicted Return Density
|Alpha over DOW||=||0.10|
|Beta against DOW||=||0.0038|
Continental Securities Return Volatilitythe corporation assumes 0.0% volatility of returns over the 30 days investment horizon. the entity inherits 1.9131% risk (volatility on return distribution) over the 30 days horizon.
DOW has a standard deviation of returns of 1.91 and is 9.223372036854776E16 times more volatile than Continental Securities Limited. 0% of all equities and portfolios are less risky than Continental Securities. Compared to the overall equity markets, volatility of historical daily returns of Continental Securities Limited is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use Continental Securities Limited to protect your portfolios against small markets fluctuations. The stock experiences normal downward trend, but the immediate impact on correlations cannot be determined at the moment . Check odds of Continental Securities to be traded at 6.75 in 30 days. . As returns on market increase, returns on owning Continental Securities are expected to decrease at a much smaller rate. During bear market, Continental Securities is likely to outperform the market.
Continental Securities correlation with market