ELECTRONIC CONTROL is out of control given 3 months investment horizon. ELECTRONIC CONTROL secures Sharpe Ratio (or Efficiency) of 0.0751 which denotes the organization had 0.0751% of return per unit of return volatility over the last 3 months. Our approach into predicting risk of a stock is to use both market data as well as company specific technical data. We found twenty-one different technical indicators which can help you to evaluate if expected returns of 1.033% are justified by taking the suggested risk. Use ELECTRONIC CONTROL Downside Deviation of 23.93 and Mean Deviation of 5.74 to evaluate company specific risk that cannot be diversified away.
90 Days Market Risk
Out of control
Chance of Distress in 24 months
90 Days Economic Sensitivity
Moves indifferently to market moves
|Horizon||30 Days Login to change|
ELECTRONIC CONTROL Market Sensitivity
|As returns on market increase, returns on owning ELECTRONIC CONTROL are expected to decrease at a much smaller rate. During bear market, ELECTRONIC CONTROL is likely to outperform the market. 3 Months Beta |Analyze ELECTRONIC CONTROL Demand TrendCheck current 30 days ELECTRONIC CONTROL correlation with market (DOW)|
β = -0.0825
ELECTRONIC CONTROL Central Daily Price Deviation
ELECTRONIC CONTROL Technical Analysis
ELECTRONIC CONTROL Projected Return Density Against MarketGiven the investment horizon of 30 days, ELECTRONIC CONTROL SECURITY INC has beta of -0.0825 suggesting as returns on benchmark increase, returns on holding ELECTRONIC CONTROL are expected to decrease at a much smaller rate. During bear market, however, ELECTRONIC CONTROL SECURITY INC is likely to outperform the market. In addition to that, The company has an alpha of 1.3367 implying that it can potentially generate 1.3367% excess return over DOW after adjusting for the inherited market risk (beta).
Predicted Return Density
Given the investment horizon of 30 days, the coefficient of variation of ELECTRONIC CONTROL is 1331.33. The daily returns are destributed with a variance of 189.13 and standard deviation of 13.75. The mean deviation of ELECTRONIC CONTROL SECURITY INC is currently at 5.35. For similar time horizon, the selected benchmark (DOW) has volatility of 0.97
|Alpha over DOW||=||1.34|
|Beta against DOW||=||0.08|
ELECTRONIC CONTROL Return Volatilitythe enterprise inherits 13.7525% risk (volatility on return distribution) over the 30 days horizon. the entity inherits 0.9852% risk (volatility on return distribution) over the 30 days horizon.
ELECTRONIC CONTROL Investment Opportunity
ELECTRONIC CONTROL SECURITY INC has a volatility of 13.75 and is 13.89 times more volatile than DOW. 96 of all equities and portfolios are less risky than ELECTRONIC CONTROL. Compared to the overall equity markets, volatility of historical daily returns of ELECTRONIC CONTROL SECURITY INC is higher than 96 () of all global equities and portfolios over the last 30 days. Use ELECTRONIC CONTROL SECURITY INC to enhance returns of your portfolios. The otc stock experiences expected bullish sentiment for its category. Check odds of ELECTRONIC CONTROL to be traded at $0.0864 in 30 days. . As returns on market increase, returns on owning ELECTRONIC CONTROL are expected to decrease at a much smaller rate. During bear market, ELECTRONIC CONTROL is likely to outperform the market.
ELECTRONIC CONTROL correlation with market
ELECTRONIC CONTROL Current Risk Indicators
|Risk Adjusted Performance||0.1045|
|Market Risk Adjusted Performance||(16.21)|
|Coefficient Of Variation||1019.31|
ELECTRONIC CONTROL Suggested Diversification Pairs