Our approach into 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 IEC Education which you can use to evaluate future volatility of the corporation. Please check out IEC Education Ltd Market Risk Adjusted Performance of 6.16 to validate if risk estimate we provide are consistent with the epected return of 0.0%.
|Horizon||30 Days Login to change|
IEC Education Market Sensitivity
|As returns on market increase, returns on owning IEC Education are expected to decrease at a much smaller rate. During bear market, IEC Education is likely to outperform the market. 2 Months Beta |Analyze IEC Education Demand TrendCheck current 30 days IEC Education correlation with market (DOW)|
β = -0.1359
IEC Education Central Daily Price Deviation
IEC Education Technical Analysis
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IEC Education Projected Return Density Against MarketAssuming 30 trading days horizon, IEC Education Ltd has beta of -0.1359 . This indicates as returns on benchmark increase, returns on holding IEC Education are expected to decrease at a much smaller rate. During bear market, however, IEC Education Ltd 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. IEC Education is significantly underperforming DOW.
Predicted Return Density
|Alpha over DOW||=||0.8|
|Beta against DOW||=||0.14|
IEC Education Return Volatilitythe company accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 1.5638% risk (volatility on return distribution) over the 30 days horizon.
DOW has a standard deviation of returns of 1.56 and is 9.223372036854776E16 times more volatile than IEC Education Ltd. 0% of all equities and portfolios are less risky than IEC Education. Compared to the overall equity markets, volatility of historical daily returns of IEC Education Ltd is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use IEC Education Ltd to protect your portfolios against small markets fluctuations. The stock experiences normal downward trend, but the immediate impact on correlations cannot be determined at the moment . Check odds of IEC Education to be traded at 1.3464 in 30 days. . As returns on market increase, returns on owning IEC Education are expected to decrease at a much smaller rate. During bear market, IEC Education is likely to outperform the market.
IEC Education correlation with market