Our way in which we are 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 HB Portfolio which you can use to evaluate future volatility of the entity. Please check out HB Portfolio Limited Market Risk Adjusted Performance of 0.3876 and Standard Deviation of 5.85 to validate if risk estimate we provide are consistent with the epected return of 0.0%.
|Horizon||30 Days Login to change|
HB Portfolio Market Sensitivity
|As returns on market increase, returns on owning HB Portfolio are expected to decrease at a much smaller rate. During bear market, HB Portfolio is likely to outperform the market. 2 Months Beta |Analyze HB Portfolio Limited Demand TrendCheck current 30 days HB Portfolio correlation with market (DOW)|
β = -0.7507
HB Portfolio Central Daily Price Deviation
HB Portfolio Limited Technical Analysis
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HB Portfolio Projected Return Density Against MarketAssuming 30 trading days horizon, HB Portfolio Limited has beta of -0.7507 . This indicates as returns on benchmark increase, returns on holding HB Portfolio are expected to decrease at a much smaller rate. During bear market, however, HB Portfolio Limited 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. HB Portfolio Limited is significantly underperforming DOW.
Predicted Return Density
|Alpha over DOW||=||0.23|
|Beta against DOW||=||0.75|
HB Portfolio Return Volatilitythe company accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 1.9256% risk (volatility on return distribution) over the 30 days horizon.
DOW has a standard deviation of returns of 1.93 and is 9.223372036854776E16 times more volatile than HB Portfolio Limited. 0% of all equities and portfolios are less risky than HB Portfolio. Compared to the overall equity markets, volatility of historical daily returns of HB Portfolio Limited is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use HB Portfolio Limited to enhance returns of your portfolios. The stock experiences very speculative upward sentiment. . Check odds of HB Portfolio to be traded at 33.75 in 30 days. . As returns on market increase, returns on owning HB Portfolio are expected to decrease at a much smaller rate. During bear market, HB Portfolio is likely to outperform the market.
HB Portfolio correlation with market