Loews Risk Analysis And Volatility

L -- USA Stock  

Fiscal Quarter End: December 31, 2019  

We consider Loews very steady. Loews has Sharpe Ratio of 0.052 which conveys that the firm had 0.052% of return per unit of risk over the last 3 months. Our philosophy towards estimating 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 Loews which you can use to evaluate future volatility of the firm. Please verify Loews Corporation Risk Adjusted Performance of 0.0457, Downside Deviation of 1.27 and Mean Deviation of 0.7666 to check out if risk estimate we provide are consistent with the epected return of 0.0541%.
Interest Expense

90 Days Market Risk

Very steady

Chance of Distress in 24 months

Close to average

90 Days Economic Sensitivity

Almost mirrors market
Horizon     30 Days    Login   to change

Loews Market Sensitivity

Loews returns are very sensitive to returns on the market. As market goes up or down, Loews is expected to follow.
3 Months Beta |Analyze Loews Demand Trend
Check current 30 days Loews correlation with market (DOW)
β = 0.949

Loews Central Daily Price Deviation

Loews Technical Analysis

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

Loews Projected Return Density Against Market

Taking into account the 30 trading days horizon, Loews has beta of 0.949 indicating Loews Corporation market returns are highly reactive to returns on the market. As the market goes up or down, Loews is expected to follow. Additionally, The company has a negative alpha implying that the risk taken by holding this equity is not justified. Loews is significantly underperforming DOW.
 Predicted Return Density 
      Returns 
Taking into account the 30 trading days horizon, the coefficient of variation of Loews is 1923.17. The daily returns are destributed with a variance of 1.08 and standard deviation of 1.04. The mean deviation of Loews Corporation is currently at 0.75. For similar time horizon, the selected benchmark (DOW) has volatility of 0.74
α
Alpha over DOW
=0.07
β
Beta against DOW=0.95
σ
Overall volatility
=1.04
Ir
Information ratio =0.08

Loews Return Volatility

the business accepts 1.0404% volatility on return distribution over the 30 days horizon. the entity inherits 0.7201% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Loews Investment Opportunity

Loews Corporation has a volatility of 1.04 and is 1.44 times more volatile than DOW. of all equities and portfolios are less risky than Loews. Compared to the overall equity markets, volatility of historical daily returns of Loews Corporation is lower than 9 () of all global equities and portfolios over the last 30 days. Use Loews Corporation to enhance returns of your portfolios. The stock experiences normal upward fluctuation. Check odds of Loews to be traded at $52.67 in 30 days. . Loews returns are very sensitive to returns on the market. As market goes up or down, Loews is expected to follow.

Loews correlation with market

correlation synergy
Poor diversification
Overlapping area represents the amount of risk that can be diversified away by holding Loews Corp. and equity matching DJI index in the same portfolio.

Loews Current Risk Indicators

Loews Suggested Diversification Pairs

Please see also Stocks Correlation. Please also try Pair Correlation module to compare performance and examine historical correlation between any two equity instruments.
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