GENOMMA LAB (Mexico) Risk Analysis And Volatility

Our philosophy towards determining 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 GENOMMA LAB INTERNAC which you can use to evaluate future volatility of the corporation. Please check out GENOMMA LAB to validate if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

GENOMMA LAB INTERNAC Technical Analysis

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GENOMMA LAB Projected Return Density Against Market

Assuming 30 trading days horizon, GENOMMA LAB has beta of 0.0 indicating the returns on DOW and GENOMMA LAB do not appear to be sensitive. Furthermore, It does not look like the company alpha can have any bearing on the equity current valuation.
Assuming 30 trading days horizon, the coefficient of variation of GENOMMA LAB is 0.0. The daily returns are destributed with a variance of 0.0 and standard deviation of 0.0. The mean deviation of GENOMMA LAB INTERNACIONAL SAB is currently at 0.0. For similar time horizon, the selected benchmark (DOW) has volatility of 0.88
α
Alpha over DOW
=0.00
β
Beta against DOW=0.00
σ
Overall volatility
=0.00
Ir
Information ratio =0.00

GENOMMA LAB Return Volatility

the company accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 0.9157% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

GENOMMA LAB Investment Opportunity

DOW has a standard deviation of returns of 0.92 and is 9.223372036854776E16 times more volatile than GENOMMA LAB INTERNACIONAL SAB. 0% of all equities and portfolios are less risky than GENOMMA LAB. Compared to the overall equity markets, volatility of historical daily returns of GENOMMA LAB INTERNACIONAL SAB is lower than 0 (%) of all global equities and portfolios over the last 30 days.

GENOMMA LAB Current Risk Indicators

GENOMMA LAB Suggested Diversification Pairs

See also Stocks Correlation. Please also try Companies Directory module to evaluate performance of over 100,000 stocks, funds, and etfs against different fundamentals.
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