GRUPO HERDEZ Risk Analysis And Volatility

GUZOF -- USA Stock  

USD 2.15  0.02  0.92%

We consider GRUPO HERDEZ dangerous. GRUPO HERDEZ SAB holds Efficiency (Sharpe) Ratio of 0.0102 which attests that the entity had 0.0102% of return per unit of volatility over the last 3 months. 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 GRUPO HERDEZ SAB which you can use to evaluate future volatility of the corporation. Please check out GRUPO HERDEZ Risk Adjusted Performance of (0.020965) and Market Risk Adjusted Performance of (0.21) to validate if risk estimate we provide are consistent with the epected return of 0.0226%.

90 Days Market Risk

Dangerous

Chance of Distress in 24 months

Quite high

90 Days Economic Sensitivity

Slowly supersedes market
Horizon     30 Days    Login   to change

GRUPO HERDEZ Market Sensitivity

As returns on market increase, GRUPO HERDEZ returns are expected to increase less than the market. However during bear market, the loss on holding GRUPO HERDEZ will be expected to be smaller as well.
3 Months Beta |Analyze GRUPO HERDEZ SAB Demand Trend
Check current 30 days GRUPO HERDEZ correlation with market (DOW)
β = 0.2809

GRUPO HERDEZ Central Daily Price Deviation

GRUPO HERDEZ SAB Technical Analysis

Transformation
The output start index for this execution was zero with a total number of output elements of sixty-one. The Median Price line plots median indexes of GRUPO HERDEZ SAB price series. View also all equity analysis or get more info about median price price transform indicator.

GRUPO HERDEZ Projected Return Density Against Market

Assuming 30 trading days horizon, GRUPO HERDEZ has beta of 0.2809 . This indicates as returns on market go up, GRUPO HERDEZ average returns are expected to increase less than the benchmark. However during bear market, the loss on holding GRUPO HERDEZ SAB DE CV will be expected to be much smaller as well. Additionally, The company has a negative alpha implying that the risk taken by holding this equity is not justified. GRUPO HERDEZ SAB is significantly underperforming DOW.
 Predicted Return Density 
      Returns 
Assuming 30 trading days horizon, the coefficient of variation of GRUPO HERDEZ is 9801.32. The daily returns are destributed with a variance of 4.89 and standard deviation of 2.21. The mean deviation of GRUPO HERDEZ SAB DE CV is currently at 1.45. For similar time horizon, the selected benchmark (DOW) has volatility of 0.97
α
Alpha over DOW
=0.05
β
Beta against DOW=0.28
σ
Overall volatility
=2.21
Ir
Information ratio =0.02

GRUPO HERDEZ Return Volatility

the firm shows 2.2106% volatility of returns over 30 trading days. the entity inherits 0.9931% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

GRUPO HERDEZ Investment Opportunity

GRUPO HERDEZ SAB DE CV has a volatility of 2.21 and is 2.23 times more volatile than DOW. 19  of all equities and portfolios are less risky than GRUPO HERDEZ. Compared to the overall equity markets, volatility of historical daily returns of GRUPO HERDEZ SAB DE CV is lower than 19 () of all global equities and portfolios over the last 30 days. Use GRUPO HERDEZ SAB DE CV to protect your portfolios against small markets fluctuations. The otc stock experiences moderate downward daily trend which may be unreasonably hyped up. Check odds of GRUPO HERDEZ to be traded at $2.11 in 30 days. . As returns on market increase, GRUPO HERDEZ returns are expected to increase less than the market. However during bear market, the loss on holding GRUPO HERDEZ will be expected to be smaller as well.

GRUPO HERDEZ correlation with market

correlation synergy
Average diversification
Overlapping area represents the amount of risk that can be diversified away by holding GRUPO HERDEZ SAB DE CV and equity matching DJI index in the same portfolio.

GRUPO HERDEZ Current Risk Indicators

GRUPO HERDEZ Suggested Diversification Pairs

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