GRUSCHWITZ TEXTILWERKE (Germany) Risk Analysis And Volatility

Our approach towards determining 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 GRUSCHWITZ TEXTILWERKE which you can use to evaluate future volatility of the corporation. Please check out GRUSCHWITZ TEXTILWERKE to validate if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

GRUSCHWITZ TEXTILWERKE Technical Analysis

Transformation
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GRUSCHWITZ TEXTILWERKE Projected Return Density Against Market

Assuming 30 trading days horizon, GRUSCHWITZ TEXTILWERKE has beta of 0.0 . This indicates the returns on DOW and GRUSCHWITZ TEXTILWERKE do not appear to be highly-sensitive. Furthermore, It does not look like the company alpha can have any bearing on the equity current valuation.
Assuming 30 trading days horizon, the coefficient of variation of GRUSCHWITZ TEXTILWERKE is 0.0. The daily returns are destributed with a variance of 0.0 and standard deviation of 0.0. The mean deviation of GRUSCHWITZ TEXTILWERKE ST is currently at 0.0. For similar time horizon, the selected benchmark (DOW) has volatility of 0.69
α
Alpha over DOW
=0.00
β
Beta against DOW=0.00
σ
Overall volatility
=0.00
Ir
Information ratio =0.00

GRUSCHWITZ TEXTILWERKE Return Volatility

the firm assumes 0.0% volatility of returns over the 30 days investment horizon. the entity inherits 0.6937% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

GRUSCHWITZ TEXTILWERKE Investment Opportunity

DOW has a standard deviation of returns of 0.69 and is 9.223372036854776E16 times more volatile than GRUSCHWITZ TEXTILWERKE ST. 0% of all equities and portfolios are less risky than GRUSCHWITZ TEXTILWERKE. Compared to the overall equity markets, volatility of historical daily returns of GRUSCHWITZ TEXTILWERKE ST is lower than 0 (%) of all global equities and portfolios over the last 30 days.

GRUSCHWITZ TEXTILWERKE Current Risk Indicators

GRUSCHWITZ TEXTILWERKE Suggested Diversification Pairs

See also Risk vs Return Analysis. Please also try Portfolio Reporting module to create custom reports across your portfolios and generate quick suggestion pitch.
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