Lamb Weston Risk Analysis And Volatility

LW -- USA Stock  

Earnings Call  In Three Weeks

Macroaxis considers Lamb Weston very steady given 3 months investment horizon. Lamb Weston Holdings has Sharpe Ratio of 0.1852 which conveys that the firm had 0.1852% 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-seven technical indicators for Lamb Weston which you can use to evaluate future volatility of the firm. Please exercise Lamb Weston Holdings Mean Deviation of 0.7388, Downside Deviation of 0.6759 and Risk Adjusted Performance of 0.139 to check out if our risk estimates are consistent with your expectations.
Interest Expense

90 Days Market Risk

Very steady

Chance of Distress in 24 months

90 Days Economic Sensitivity

Barely shadows market
Horizon     30 Days    Login   to change

Lamb Weston Market Sensitivity

As returns on market increase, Lamb Weston returns are expected to increase less than the market. However during bear market, the loss on holding Lamb Weston will be expected to be smaller as well.
3 Months Beta |Analyze Lamb Weston Holdings Demand Trend
Check current 30 days Lamb Weston correlation with market (DOW)
β = 0.0702

Lamb Weston Central Daily Price Deviation

Lamb Weston Holdings Technical Analysis

Transformation
The output start index for this execution was zero with a total number of output elements of sixty-one. Lamb Weston Holdings 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 average price price transform indicator.

Lamb Weston Projected Return Density Against Market

Allowing for the 30-days total investment horizon, Lamb Weston has beta of 0.0702 indicating as returns on market go up, Lamb Weston average returns are expected to increase less than the benchmark. However during bear market, the loss on holding Lamb Weston Holdings will be expected to be much smaller as well. Moreover, The company has an alpha of 0.2376 implying that it can potentially generate 0.2376% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
Allowing for the 30-days total investment horizon, the coefficient of variation of Lamb Weston is 540.06. The daily returns are destributed with a variance of 1.31 and standard deviation of 1.14. The mean deviation of Lamb Weston Holdings is currently at 0.74. For similar time horizon, the selected benchmark (DOW) has volatility of 0.6
α
Alpha over DOW
=0.24
β
Beta against DOW=0.07
σ
Overall volatility
=1.14
Ir
Information ratio =0.17

Lamb Weston Return Volatility

the venture accepts 1.1433% volatility on return distribution over the 30 days horizon. the entity inherits 0.6095% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Lamb Weston Investment Opportunity

Lamb Weston Holdings has a volatility of 1.14 and is 1.87 times more volatile than DOW. 10  of all equities and portfolios are less risky than Lamb Weston. Compared to the overall equity markets, volatility of historical daily returns of Lamb Weston Holdings is lower than 10 () of all global equities and portfolios over the last 30 days. Use Lamb Weston Holdings to protect your portfolios against small markets fluctuations. The stock experiences normal downward trend and little activity. Check odds of Lamb Weston to be traded at $83.19 in 30 days. . As returns on market increase, Lamb Weston returns are expected to increase less than the market. However during bear market, the loss on holding Lamb Weston will be expected to be smaller as well.

Lamb Weston correlation with market

correlation synergy
Significant diversification
Overlapping area represents the amount of risk that can be diversified away by holding Lamb Weston Holdings Inc and equity matching DJI index in the same portfolio.

Lamb Weston Current Risk Indicators

Lamb Weston Suggested Diversification Pairs

Please see also Stocks Correlation. Please also try Cryptocurrency Center module to build and monitor diversified portfolio of extremely risky digital assets and cryptocurrency.
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