Keck Seng Risk Analysis And Volatility

KCKSF -- USA Stock  

USD 0.58  0.0045  0.78%

Macroaxis considers Keck Seng to be out of control. Keck Seng Inv has Sharpe Ratio of -0.0095 which conveys that the firm had -0.0095% of return per unit of risk over the last 3 months. Macroaxis philosophy towards estimating risk of any stock is to look at both systematic and un-systematic factors of the business, including all available market data and technical indicators. Keck Seng exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to verify Keck Seng Inv Hong K Mean Deviation of 0.4615 and Risk Adjusted Performance of (0.005451) to check out risk estimate we provide.

90 Days Market Risk

Out of control

Chance of Distress in 24 months

Close to average

90 Days Economic Sensitivity

Slowly supersedes market
Horizon     30 Days    Login   to change

Keck Seng Market Sensitivity

As returns on market increase, Keck Seng returns are expected to increase less than the market. However during bear market, the loss on holding Keck Seng will be expected to be smaller as well.
3 Months Beta |Analyze Keck Seng Inv Demand Trend
Check current 30 days Keck Seng correlation with market (DOW)
β = 0.3848

Keck Seng Central Daily Price Deviation

Keck Seng Inv Technical Analysis

Transformation
The output start index for this execution was zero with a total number of output elements of sixty-one. Keck Seng Inv Average Price is the average of the sum of open, high, low and close daily prices of a bar. It can be used to smooth an indicator that normally takes just the closing price as input. View also all equity analysis or get more info about average price price transform indicator.

Keck Seng Projected Return Density Against Market

Assuming 30 trading days horizon, Keck Seng has beta of 0.3848 indicating as returns on market go up, Keck Seng average returns are expected to increase less than the benchmark. However during bear market, the loss on holding Keck Seng Inv Hong K will be expected to be much smaller as well. Additionally, The company has a negative alpha implying that the risk taken by holding this equity is not justified. Keck Seng Inv is significantly underperforming DOW.
 Predicted Return Density 
      Returns 
Assuming 30 trading days horizon, the coefficient of variation of Keck Seng is -10553.65. The daily returns are destributed with a variance of 2.44 and standard deviation of 1.56. The mean deviation of Keck Seng Inv Hong K is currently at 0.48. For similar time horizon, the selected benchmark (DOW) has volatility of 0.98
α
Alpha over DOW
=0.01
β
Beta against DOW=0.38
σ
Overall volatility
=1.56
Ir
Information ratio =0.0043

Keck Seng Return Volatility

the firm shows 1.5636% volatility of returns over 30 trading days. the entity inherits 0.9886% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Keck Seng Investment Opportunity

Keck Seng Inv Hong K has a volatility of 1.56 and is 1.58 times more volatile than DOW. 14  of all equities and portfolios are less risky than Keck Seng. Compared to the overall equity markets, volatility of historical daily returns of Keck Seng Inv Hong K is lower than 14 () of all global equities and portfolios over the last 30 days. Use Keck Seng Inv Hong K to enhance returns of your portfolios. The otc stock experiences moderate upward volatility. Check odds of Keck Seng to be traded at $0.638 in 30 days. . As returns on market increase, Keck Seng returns are expected to increase less than the market. However during bear market, the loss on holding Keck Seng will be expected to be smaller as well.

Keck Seng correlation with market

correlation synergy
Modest diversification
Overlapping area represents the amount of risk that can be diversified away by holding Keck Seng Inv Hong K and equity matching DJI index in the same portfolio.

Keck Seng Current Risk Indicators

Keck Seng Suggested Diversification Pairs

Please see also Stocks Correlation. Please also try CEO Directory module to screen ceos from public companies around the world.
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