Gartner Risk Analysis And Volatility

IT -- USA Stock  

Fiscal Quarter End: December 31, 2019  

Macroaxis considers Gartner very steady given 3 months investment horizon. Gartner holds Efficiency (Sharpe) Ratio of 0.2045 which attests that the entity had 0.2045% 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 Gartner which you can use to evaluate future volatility of the corporation. Please utilize Gartner Downside Deviation of 0.9978, Market Risk Adjusted Performance of 0.2696 and Risk Adjusted Performance of 0.1195 to validate if our risk estimates are consistent with your expectations.
Interest Expense

90 Days Market Risk

Very steady

Chance of Distress in 24 months

90 Days Economic Sensitivity

Follows market closely
Horizon     30 Days    Login   to change

Gartner Market Sensitivity

As returns on market increase, Gartner returns are expected to increase less than the market. However during bear market, the loss on holding Gartner will be expected to be smaller as well.
3 Months Beta |Analyze Gartner Demand Trend
Check current 30 days Gartner correlation with market (DOW)
β = 0.7949

Gartner Central Daily Price Deviation

Gartner Technical Analysis

Transformation
The output start index for this execution was zero with a total number of output elements of sixty-one. Gartner Typical Price indicator is an average of each day price and can be used instead of closing price when creating different Gartner moving average lines. View also all equity analysis or get more info about typical price price transform indicator.

Gartner Projected Return Density Against Market

Allowing for the 30-days total investment horizon, Gartner has beta of 0.7949 . This indicates as returns on market go up, Gartner average returns are expected to increase less than the benchmark. However during bear market, the loss on holding Gartner will be expected to be much smaller as well. Moreover, The company has an alpha of 0.1639 implying that it can potentially generate 0.1639% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
Allowing for the 30-days total investment horizon, the coefficient of variation of Gartner is 489.04. The daily returns are destributed with a variance of 1.28 and standard deviation of 1.13. The mean deviation of Gartner is currently at 0.82. For similar time horizon, the selected benchmark (DOW) has volatility of 0.61
α
Alpha over DOW
=0.16
β
Beta against DOW=0.79
σ
Overall volatility
=1.13
Ir
Information ratio =0.13

Gartner Return Volatility

the firm accepts 1.1301% volatility on return distribution over the 30 days horizon. the entity inherits 0.6116% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Gartner Investment Opportunity

Gartner has a volatility of 1.13 and is 1.85 times more volatile than DOW. 10  of all equities and portfolios are less risky than Gartner. Compared to the overall equity markets, volatility of historical daily returns of Gartner is lower than 10 () of all global equities and portfolios over the last 30 days. Use Gartner to enhance returns of your portfolios. The stock experiences large bullish trend. Check odds of Gartner to be traded at $175.65 in 30 days. . As returns on market increase, Gartner returns are expected to increase less than the market. However during bear market, the loss on holding Gartner will be expected to be smaller as well.

Gartner correlation with market

correlation synergy
Very weak diversification
Overlapping area represents the amount of risk that can be diversified away by holding Gartner Inc and equity matching DJI index in the same portfolio.

Gartner Current Risk Indicators

Gartner Suggested Diversification Pairs

Please also check Risk vs Return Analysis. Please also try Market Hitters module to find equities that experience drastic asymmetry in trading patters, price, volume, or investment outlook..
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