UNIT PHOTOVOLTA (Germany) Risk Analysis And Volatility Evaluation

GGI -- Germany Stock  

EUR 0.11  0.00  0.00%

Our approach 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 UNIT PHOTOVOLTA GR HD 10 which you can use to evaluate future volatility of the company. Please validate UNIT PHOTOVOLTA Risk Adjusted Performance of 0.2155 and Coefficient Of Variation of 556.57 to confirm if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

UNIT PHOTOVOLTA Market Sensitivity

As returns on market increase, returns on owning UNIT PHOTOVOLTA are expected to decrease by larger amounts. On the other hand, during market turmoil, UNIT PHOTOVOLTA is expected to significantly outperform it.
One Month Beta |Analyze UNIT PHOTOVOLTA GR Demand Trend
Check current 30 days UNIT PHOTOVOLTA correlation with market (DOW)
β = -7.7513
UNIT PHOTOVOLTA Large Negative BetaUNIT PHOTOVOLTA GR Beta Legend

UNIT PHOTOVOLTA GR Technical Analysis

Transformation
We are not able to run technical analysis function on this symbol. We either do not have that equity or its historical data is not available at this time. Please try again later.

UNIT PHOTOVOLTA Projected Return Density Against Market

Assuming 30 trading days horizon, UNIT PHOTOVOLTA GR HD 10 has beta of -7.7513 . This indicates as returns on its benchmark rise, returns on holding UNIT PHOTOVOLTA GR HD 10 are expected to decrease by similarly larger amounts. On the other hand, during market turmoils, UNIT PHOTOVOLTA is expected to outperform its benchmark. In addition to that, UNIT PHOTOVOLTA GR HD 10 has an alpha of 9.1109 implying that it can potentially generate 9.1109% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=9.11
β
Beta against DOW=7.75
σ
Overall volatility
=0.00
Ir
Information ratio =0.18

UNIT PHOTOVOLTA Return Volatility

UNIT PHOTOVOLTA GR HD 10 assumes 0.0% volatility of returns over the 30 days investment horizon. DOW inherits 1.2393% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

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Investment Outlook

UNIT PHOTOVOLTA Investment Opportunity

DOW has a standard deviation of returns of 1.24 and is 9.223372036854776E16 times more volatile than UNIT PHOTOVOLTA GR HD 10. 0% of all equities and portfolios are less risky than UNIT PHOTOVOLTA. Compared to the overall equity markets, volatility of historical daily returns of UNIT PHOTOVOLTA GR HD 10 is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use UNIT PHOTOVOLTA GR HD 10 to protect 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 UNIT PHOTOVOLTA to be traded at €0.1109 in 30 days. As returns on market increase, returns on owning UNIT PHOTOVOLTA are expected to decrease by larger amounts. On the other hand, during market turmoil, UNIT PHOTOVOLTA is expected to significantly outperform it.

UNIT PHOTOVOLTA correlation with market

correlation synergy
Good diversification
Overlapping area represents the amount of risk that can be diversified away by holding UNIT PHOTOVOLTA GR HD 10 and equity matching DJI index in the same portfolio.

UNIT PHOTOVOLTA Volatility Indicators

UNIT PHOTOVOLTA GR HD 10 Current Risk Indicators

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