Loews Risk Analysis And Volatility

L -- USA Stock  

Quarterly Earning Report: October 28, 2019  

Macroaxis considers Loews to be very steady. Loews has Sharpe Ratio of -0.0597 which conveys that the firm had -0.0597% 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. Loews exposes twenty-eight different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to verify Loews Corporation Mean Deviation of 0.9704 and Risk Adjusted Performance of (0.08) to check out risk estimate we provide.
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 = 1.0948

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. The Median Price line plots median indexes of Loews price series. View also all equity analysis or get more info about median price price transform indicator.

Loews Projected Return Density Against Market

Taking into account the 30 trading days horizon, the stock has beta coefficient of 1.0948 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 -1674.22. The daily returns are destributed with a variance of 1.67 and standard deviation of 1.29. The mean deviation of Loews Corporation is currently at 0.95. For similar time horizon, the selected benchmark (DOW) has volatility of 0.97
α
Alpha over DOW
=0.09
β
Beta against DOW=1.09
σ
Overall volatility
=1.29
Ir
Information ratio =0.07

Loews Return Volatility

the business accepts 1.2904% volatility on return distribution over the 30 days horizon. the entity inherits 0.9858% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Loews Investment Opportunity

Loews Corporation has a volatility of 1.29 and is 1.3 times more volatile than DOW. 11  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 11 () of all global equities and portfolios over the last 30 days. Use Loews Corporation to protect your portfolios against small markets fluctuations. The stock experiences normal downward trend and little activity. Check odds of Loews to be traded at $50.4 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
Very 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 Idea Optimizer module to use advanced portfolio builder with pre-computed micro ideas to build optimal portfolio .
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