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 LIGD L which you can use to evaluate future volatility of the firm. Please verify LIGD-L to check out if risk estimate we provide are consistent with the epected return of 0.0%.
|Horizon||30 Days Login to change|
LIGD-L Technical Analysis
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LIGD L Projected Return Density Against MarketAssuming 30 trading days horizon, LIGD L has beta of 0.0 indicating unless we do not have required data, the returns on DOW and LIGD L are completely uncorrelated. Furthermore, LIGD-LIt does not look like LIGD L alpha can have any bearing on the equity current valuation.
|Alpha over DOW||=||0.00|
|Beta against DOW||=||0.00|
LIGD L Return VolatilityLIGD-L accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.2918% risk (volatility on return distribution) over the 30 days horizon.
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DOW has a standard deviation of returns of 1.29 and is 9.223372036854776E16 times more volatile than LIGD-L. 0% of all equities and portfolios are less risky than LIGD L. Compared to the overall equity markets, volatility of historical daily returns of LIGD-L is lower than 0 (%) of all global equities and portfolios over the last 30 days.
Please see also Stocks Correlation. Please also try Transaction History module to view history of all your transactions and understand their impact on performance.