Intelsat S Risk Analysis And Volatility

I -- USA Stock  

  Downward Rally

We consider Intelsat S slightly risky. Intelsat S A holds Efficiency (Sharpe) Ratio of 0.0429 which attests that the entity had 0.0429% of return per unit of risk over the last 3 months. Our philosophy 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 Intelsat S A which you can use to evaluate future volatility of the corporation. Please check out Intelsat S Risk Adjusted Performance of 0.0231, Market Risk Adjusted Performance of 0.0455 and Downside Deviation of 5.02 to validate if risk estimate we provide are consistent with the epected return of 0.1774%.
Interest Expense

90 Days Market Risk

Slightly risky

Chance of Distress in 24 months

Average

90 Days Economic Sensitivity

Actively responds to market
Horizon     30 Days    Login   to change

Intelsat S Market Sensitivity

As market goes up, the company is expected to significantly outperform it. However, if the market returns are negative, Intelsat S will likely underperform.
3 Months Beta |Analyze Intelsat S A Demand Trend
Check current 30 days Intelsat S correlation with market (DOW)
β = 1.819

Intelsat S Central Daily Price Deviation

Intelsat S A Technical Analysis

Transformation
The output start index for this execution was zero with a total number of output elements of sixty-one. Developed by Larry Williams, the Weighted Close is the average of Intelsat S A high, low and close of a chart with the close values weighted twice. It can be used to smooth an indicator that normally takes only Intelsat S closing price as input. View also all equity analysis or get more info about weighted close price price transform indicator.

Intelsat S Projected Return Density Against Market

Taking into account the 30 trading days horizon, the stock has beta coefficient of 1.819 . 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, Intelsat S will likely underperform. Additionally, The company has a negative alpha implying that the risk taken by holding this equity is not justified. Intelsat S A is significantly underperforming DOW.
 Predicted Return Density 
      Returns 
Taking into account the 30 trading days horizon, the coefficient of variation of Intelsat S is 2328.67. The daily returns are destributed with a variance of 17.06 and standard deviation of 4.13. The mean deviation of Intelsat S A is currently at 2.71. For similar time horizon, the selected benchmark (DOW) has volatility of 0.85
α
Alpha over DOW
=0.11
β
Beta against DOW=1.82
σ
Overall volatility
=4.13
Ir
Information ratio =0.0074

Intelsat S Return Volatility

the entity accepts 4.1307% volatility on return distribution over the 30 days horizon. the entity inherits 0.7419% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Intelsat S Investment Opportunity

Intelsat S A has a volatility of 4.13 and is 5.58 times more volatile than DOW. 37  of all equities and portfolios are less risky than Intelsat S. Compared to the overall equity markets, volatility of historical daily returns of Intelsat S A is lower than 37 () of all global equities and portfolios over the last 30 days. Use Intelsat S A to protect your portfolios against small markets fluctuations. The stock experiences very speculative upward sentiment. Check odds of Intelsat S to be traded at $19.37 in 30 days. . As market goes up, the company is expected to significantly outperform it. However, if the market returns are negative, Intelsat S will likely underperform.

Intelsat S correlation with market

correlation synergy
Weak diversification
Overlapping area represents the amount of risk that can be diversified away by holding Intelsat S A and equity matching DJI index in the same portfolio.

Intelsat S Current Risk Indicators

Intelsat S Suggested Diversification Pairs

Please also check Risk vs Return Analysis. Please also try Pattern Recognition module to use different pattern recognition models to time the market across multiple global exchanges.
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