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 TrendCheck current 30 days Keck Seng correlation with market (DOW)|
β = 0.3848
Keck Seng Central Daily Price Deviation
Keck Seng Inv Technical Analysis
Keck Seng Projected Return Density Against MarketAssuming 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
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
|Alpha over DOW||=||0.01|
|Beta against DOW||=||0.38|
Keck Seng Return Volatilitythe 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.
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
Keck Seng Current Risk Indicators
|Risk Adjusted Performance||(0.005451)|
|Market Risk Adjusted Performance||(0.05)|
|Coefficient Of Variation||(10,798)|
Keck Seng Suggested Diversification Pairs