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 Naaman Group which you can use to evaluate future volatility of the firm. Please verify Naaman Group Ltd Risk Adjusted Performance of
(16,573) to check out if risk estimate we provide are consistent with the epected return of 0.0%.
|Horizon||30 Days Login to change|
Naaman Group Technical Analysis
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Naaman Group Projected Return Density Against MarketAssuming 30 trading days horizon, Naaman Group has beta of 0.0 indicating the returns on DOW and Naaman Group do not appear to be sensitive. Furthermore, It does not look like the company alpha can have any bearing on the equity current valuation.
Predicted Return Density
Assuming 30 trading days horizon, the coefficient of variation of Naaman Group is 0.0. The daily returns are destributed with a variance of 0.0 and standard deviation of 0.0. The mean deviation of Naaman Group Ltd is currently at 0.0. For similar time horizon, the selected benchmark (DOW) has volatility of 0.71
|Alpha over DOW||=||0.00|
|Beta against DOW||=||0.00|
Naaman Group Return Volatilitythe company accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 0.6883% risk (volatility on return distribution) over the 30 days horizon.
DOW has a standard deviation of returns of 0.69 and is 9.223372036854776E16 times more volatile than Naaman Group Ltd. 0% of all equities and portfolios are less risky than Naaman Group. Compared to the overall equity markets, volatility of historical daily returns of Naaman Group Ltd is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use Naaman Group Ltd to protect your portfolios against small markets fluctuations. The stock experiences normal downward trend, but the immediate impact on correlations cannot be determined at the moment . Check odds of Naaman Group to be traded at S497.18 in 30 days. . The returns on DOW and Naaman Group are completely uncorrelated.
Naaman Group correlation with market