JC Penney is moderately volatile given 1 month investment horizon. J C Penney retains Efficiency (Sharpe Ratio) of 0.4422 which attests that J C Penney had 0.4422% of return per unit of return volatility over the last 1 month. Our philosophy in determining risk of a stock is to use both market data as well as company specific technical data. We found twenty-eight different technical indicators which can help you to evaluate if expected returns of 1.189% are justified by taking the suggested risk. Use J C Penney Downside Deviation of 3.08, Market Risk Adjusted Performance of
(3.77) and Semi Deviation of 1.81 to evaluate company specific risk that cannot be diversified away.
|Investment Horizon||30 Days Login to change|
JC Penney Market Sensitivity
|As returns on market increase, returns on owning JC Penney are expected to decrease at a much smaller rate. During bear market, JC Penney is likely to outperform the market.One Month Beta |Analyze J C Penney Demand TrendCheck current 30 days JC Penney correlation with market (NYSE)|
β = -0.2988