Our way of 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 NCOPPER BZ which you can use to evaluate future volatility of the entity. Please verify NCOPPER-BZ to check out if risk estimate we provide are consistent with the epected return of 0.0%.
|Horizon||30 Days Login to change|
NCOPPER-BZ Technical Analysis
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NCOPPER BZ Projected Return Density Against MarketAssuming 30 trading days horizon, NCOPPER BZ has beta of 0.0 indicating the returns on DOW and NCOPPER BZ appear completely uncorrelated. Furthermore, NCOPPER-BZIt does not look like NCOPPER BZ alpha can have any bearing on the equity current valuation.
|Alpha over DOW||=||0.00|
|Beta against DOW||=||0.00|
NCOPPER BZ Return VolatilityNCOPPER-BZ accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 2.0202% risk (volatility on return distribution) over the 30 days horizon.
Price Exposure Probability
Analyze equity upside and downside potential for a given time horizon across multiple markets
|All Next||Launch Price Exposure Probability|
DOW has a standard deviation of returns of 2.02 and is 9.223372036854776E16 times more volatile than NCOPPER-BZ. 0% of all equities and portfolios are less risky than NCOPPER BZ. Compared to the overall equity markets, volatility of historical daily returns of NCOPPER-BZ is lower than 0 (%) of all global equities and portfolios over the last 30 days.
Please see also Stocks Correlation. Please also try Price Exposure Probability module to analyze equity upside and downside potential for a given time horizon across multiple markets.