GM Risk Analysis And Volatility

GM -- USA Stock  

Earning Report: October 29, 2019  

Macroaxis considers GM to be not too volatile. General Motors holds Efficiency (Sharpe) Ratio of -0.0902 which attests that the entity had -0.0902% of return per unit of risk over the last 3 months. Macroaxis philosophy towards determining 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. General Motors exposes twenty-eight different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to check out GM Risk Adjusted Performance of (0.06) and Market Risk Adjusted Performance of (0.08) to validate risk estimate we provide.
Interest Expense

90 Days Market Risk

Not too volatile

Chance of Distress in 24 months

Close to average

90 Days Economic Sensitivity

Responds to market
Horizon     30 Days    Login   to change

GM Market Sensitivity

As market goes up, the company is expected to significantly outperform it. However, if the market returns are negative, GM will likely underperform.
3 Months Beta |Analyze General Motors Demand Trend
Check current 30 days GM correlation with market (DOW)
β = 1.3148

GM Central Daily Price Deviation

General Motors Technical Analysis

Transformation
The output start index for this execution was zero with a total number of output elements of sixty-one. General Motors 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.

GM Projected Return Density Against Market

Allowing for the 30-days total investment horizon, the stock has beta coefficient of 1.3148 . This indicates as the benchmark fluctuates upward, the company is expected to outperform it on average . However, if the benchmark returns are expected to be negative, GM will likely underperform. Additionally, The company has a negative alpha implying that the risk taken by holding this equity is not justified. General Motors is significantly underperforming DOW.
 Predicted Return Density 
      Returns 
Allowing for the 30-days total investment horizon, the coefficient of variation of GM is -1109.24. The daily returns are destributed with a variance of 3.22 and standard deviation of 1.79. The mean deviation of General Motors Company is currently at 1.3. For similar time horizon, the selected benchmark (DOW) has volatility of 0.98
α
Alpha over DOW
=0.09
β
Beta against DOW=1.31
σ
Overall volatility
=1.79
Ir
Information ratio =0.05

GM Return Volatility

the business accepts 1.7934% volatility on return distribution over the 30 days horizon. the entity inherits 0.9874% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

GM Investment Opportunity

General Motors Company has a volatility of 1.79 and is 1.81 times more volatile than DOW. 16  of all equities and portfolios are less risky than GM. Compared to the overall equity markets, volatility of historical daily returns of General Motors Company is lower than 16 () of all global equities and portfolios over the last 30 days. Use General Motors Company to protect your portfolios against small markets fluctuations. The stock experiences normal downward trend and little activity. Check odds of GM to be traded at $35.86 in 30 days. . As market goes up, the company is expected to significantly outperform it. However, if the market returns are negative, GM will likely underperform.

GM correlation with market

correlation synergy
Poor diversification
Overlapping area represents the amount of risk that can be diversified away by holding General Motors Company and equity matching DJI index in the same portfolio.

GM Current Risk Indicators

GM Suggested Diversification Pairs

Please also check Risk vs Return Analysis. Please also try Balance Of Power module to check stock momentum by analyzing balance of power indicator and other technical ratios.
Search macroaxis.com