LivePerson (Israel) Risk Analysis And Volatility Evaluation

LPSN -- Israel Stock  

ILS 7,484  162.00  2.21%

Macroaxis considers LivePerson to be not too risky. LivePerson has Sharpe Ratio of -0.0526 which conveys that LivePerson had -0.0526% of return per unit of risk over the last 2 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. LivePerson exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to verify LivePerson Mean Deviation of 2.3 and Risk Adjusted Performance of 0.01 to check out risk estimate we provide.
Horizon     30 Days    Login   to change

LivePerson Technical Analysis

Transformation
null. The output start index for this execution was zero with a total number of output elements of zero. LivePerson Average Price is the average of the sum of open, high, low and close daily prices of a bar. It can be used to smooth an indicator that normally takes just the closing price as input. View also all equity analysis or get more info about avgprice price transform indicator.

LivePerson Projected Return Density Against Market

Assuming 30 trading days horizon, LivePerson has beta of 0.0 indicating unless we do not have required data, the returns on DOW and LivePerson are completely uncorrelated. Furthermore, LivePersonIt does not look like LivePerson alpha can have any bearing on the equity current valuation.
Assuming 30 trading days horizon, the coefficient of variation of LivePerson is -1900.98. The daily returns are destributed with a variance of 13.53 and standard deviation of 3.68. The mean deviation of LivePerson is currently at 2.51. For similar time horizon, the selected benchmark (DOW) has volatility of 0.0
α
Alpha over DOW
=0.00
β
Beta against DOW=0.00
σ
Overall volatility
=3.68
Ir
Information ratio =0.00

LivePerson Return Volatility

LivePerson accepts 3.6781% volatility on return distribution over the 30 days horizon. DOW inherits 0.0% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

LivePerson Volatility Factors

60 Days Market Risk

Not too risky

Chance of Distress in 24 months

Almost imposible

60 Days Economic Sensitivity

Ignores market trends

Investment Outlook

LivePerson Investment Opportunity

LivePerson has a volatility of 3.68 and is 2.85 times more volatile than DOW. 33% of all equities and portfolios are less risky than LivePerson. Compared to the overall equity markets, volatility of historical daily returns of LivePerson is lower than 33 (%) of all global equities and portfolios over the last 30 days.

LivePerson Volatility Indicators

LivePerson Current Risk Indicators

Please see also Stocks Correlation. Please also try Efficient Frontier module to plot and analyze your portfolio and positions against risk-return landscape of the market..
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