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KLEE-B Volatility

<div class='circular--portrait' style='background:#FF9E01;color: white;font-size:3em;padding-top: 40px;;'>BRD</div>
KLEE-B -- Denmark Stock  

DKK 2,580  260.00  11.21%

Macroaxis considers Brd Klee to be very steady. Brd Klee B secures Sharpe Ratio (or Efficiency) of -2.0E-4, which signifies that the organization had -2.0E-4% of return per unit of standard deviation over the last 3 months. Macroaxis philosophy in foreseeing 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. Brd Klee B AS exposes twenty-one different technical indicators, which can help you to evaluate volatility that cannot be diversified away. Please be advised to confirm Brd Klee B Risk Adjusted Performance of 0.0146 and Mean Deviation of 1.19 to double-check the risk estimate we provide.
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Brd Klee Stock volatility depicts how high the prices fluctuate around the mean (or its average) price. In other words, it is a statistical measure of the distribution of KLEE-B daily returns, and it is calculated using variance and standard deviation. We also use KLEE-B's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of Brd Klee volatility.

90 Days Market Risk

Very steady

Chance of Distress

Very Low

90 Days Economic Sensitivity

Barely shadows market

Brd Klee Market Sensitivity

As returns on market increase, Brd Klee returns are expected to increase less than the market. However, during bear market, the loss on holding Brd Klee will be expected to be smaller as well.
3 Months Beta |Analyze Brd Klee B Demand Trend
Check current 30 days Brd Klee correlation with market (DOW)
β = 0.0613

Brd Klee Central Daily Price Deviation

Brd Klee B Technical Analysis

Transformation
The output start index for this execution was zero with a total number of output elements of sixty-one. The Median Price line plots median indexes of Brd Klee B price series. View also all equity analysis or get more info about median price price transform indicator.

Brd Klee Projected Return Density Against Market

Assuming 30 trading days horizon, Brd Klee has beta of 0.0613 indicating as returns on market go up, Brd Klee average returns are expected to increase less than the benchmark. However during bear market, the loss on holding Brd Klee B AS will be expected to be much smaller as well. Moreover, The company has an alpha of 0.0258 implying that it can potentially generate 0.0258% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
    
  Returns 
Assuming 30 trading days horizon, the coefficient of variation of Brd Klee is -483485.48. The daily returns are destributed with a variance of 8.57 and standard deviation of 2.93. The mean deviation of Brd Klee B AS is currently at 1.28. For similar time horizon, the selected benchmark (DOW) has volatility of 3.81
α
Alpha over DOW
=0.0258
β
Beta against DOW=0.06
σ
Overall volatility
=2.93
Ir
Information ratio =0.14

Brd Klee Return Volatility

the company accepts 2.9278% volatility on return distribution over the 30 days horizon. the entity inherits 3.8175% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
    
  Timeline 

Brd Klee Investment Opportunity

DOW has a standard deviation of returns of 3.82 and is 1.3 times more volatile than Brd Klee B AS. 26  of all equities and portfolios are less risky than Brd Klee. Compared to the overall equity markets, volatility of historical daily returns of Brd Klee B AS is lower than 26 () of all global equities and portfolios over the last 30 days. Use Brd Klee B AS to enhance returns of your portfolios. The stock experiences very speculative upward sentiment. . Check odds of Brd Klee to be traded at kr3225.0 in 30 days. . As returns on market increase, Brd Klee returns are expected to increase less than the market. However, during bear market, the loss on holding Brd Klee will be expected to be smaller as well.

Brd Klee correlation with market

correlation synergy
Significant diversification
Overlapping area represents the amount of risk that can be diversified away by holding Brd Klee B AS and equity matching DJI index in the same portfolio.

Brd Klee Current Risk Indicators

Brd Klee Suggested Diversification Pairs

Please see Stocks Correlation. Please also try Aroon Oscillator module to analyze current equity momentum using aroon oscillator and other momentum ratios.
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