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Formuepleje Volatility

FO
FPIBWEL -- Denmark Stock  

DKK 90.20  1.78  2.01%

Macroaxis considers Formuepleje Better to be somewhat reliable. Formuepleje Better secures Sharpe Ratio (or Efficiency) of -0.1788, which denotes the organization had -0.1788% of return per unit of risk over the last 3 months. Macroaxis philosophy towards predicting risk of any stock is to look at both systematic and un-systematic factors of the business, including all available market data and technical indicators. Formuepleje Better World Enviro exposes twenty-eight different technical indicators, which can help you to evaluate volatility that cannot be diversified away. Please be advised to confirm Formuepleje Better Coefficient Of Variation of (542.97) and Mean Deviation of 5.38 to check the risk estimate we provide.
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Formuepleje Better Stock volatility depicts how high the prices fluctuate around the mean (or its average) price. In other words, it is a statistical measure of the distribution of Formuepleje daily returns, and it is calculated using variance and standard deviation. We also use Formuepleje's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of Formuepleje Better volatility.

Formuepleje Better Market Sensitivity

As returns on market increase, returns on owning Formuepleje Better are expected to decrease at a much smaller rate. During bear market, Formuepleje Better is likely to outperform the market.
3 Months Beta |Analyze Formuepleje Better Demand Trend
Check current 30 days Formuepleje Better correlation with market (DOW)
β = -0.0843

Formuepleje Better Central Daily Price Deviation

Formuepleje Better Technical Analysis

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

Formuepleje Better Projected Return Density Against Market

Assuming 30 trading days horizon, Formuepleje Better World Enviro has beta of -0.0843 suggesting as returns on benchmark increase, returns on holding Formuepleje Better are expected to decrease at a much smaller rate. During bear market, however, Formuepleje Better World Enviro is likely to outperform the market. Additionally, The company has a negative alpha implying that the risk taken by holding this equity is not justified. Formuepleje Better is significantly underperforming DOW.
 Predicted Return Density 
    
  Returns 
Assuming 30 trading days horizon, the coefficient of variation of Formuepleje Better is -559.18. The daily returns are destributed with a variance of 62.44 and standard deviation of 7.9. The mean deviation of Formuepleje Better World Enviro is currently at 5.14. For similar time horizon, the selected benchmark (DOW) has volatility of 3.8
α
Alpha over DOW
=1.55
β
Beta against DOW=0.08
σ
Overall volatility
=7.90
Ir
Information ratio =0.13

Formuepleje Better Return Volatility

the business accepts 7.9021% volatility on return distribution over the 30 days horizon. the entity inherits 5.0293% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
    
  Timeline 

Formuepleje Better Investment Opportunity

Formuepleje Better World Enviro has a volatility of 7.9 and is 1.57 times more volatile than DOW. 70  of all equities and portfolios are less risky than Formuepleje Better. Compared to the overall equity markets, volatility of historical daily returns of Formuepleje Better World Enviro is higher than 70 () of all global equities and portfolios over the last 30 days. Use Formuepleje Better World Enviro to enhance returns of your portfolios. The stock experiences unexpected upward trend. Watch out for market signals. Check odds of Formuepleje Better to be traded at kr108.24 in 30 days. . As returns on market increase, returns on owning Formuepleje Better are expected to decrease at a much smaller rate. During bear market, Formuepleje Better is likely to outperform the market.

Formuepleje Better correlation with market

correlation synergy
Good diversification
Overlapping area represents the amount of risk that can be diversified away by holding Formuepleje Better World Envir and equity matching DJI index in the same portfolio.

Formuepleje Better Current Risk Indicators

Formuepleje Better Suggested Diversification Pairs

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