Our approach into forecasting 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 PERSIMMON PLC LS which you can use to evaluate future volatility of the company. Please check PERSIMMON PLC LS Risk Adjusted Performance of 0.0301, Market Risk Adjusted Performance of
(0.17) and Semi Deviation of 2.98 to confirm if risk estimate we provide are consistent with the epected return of 0.0%.
|Horizon||30 Days Login to change|
PERSIMMON PLC Market Sensitivity
|As returns on market increase, returns on owning PERSIMMON PLC are expected to decrease at a much smaller rate. During bear market, PERSIMMON PLC is likely to outperform the market. 2 Months Beta |Analyze PERSIMMON PLC LS Demand TrendCheck current 30 days PERSIMMON PLC correlation with market (DOW)|
β = -0.8464
PERSIMMON PLC Central Daily Price Deviation
PERSIMMON PLC LS Technical Analysis
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PERSIMMON PLC Projected Return Density Against MarketAssuming 30 trading days horizon, PERSIMMON PLC LS 10 has beta of -0.8464 . This implies as returns on benchmark increase, returns on holding PERSIMMON PLC are expected to decrease at a much smaller rate. During bear market, however, PERSIMMON PLC LS 10 is likely to outperform the market. Moreover, The company has an alpha of 0.2467 implying that it can potentially generate 0.2467% excess return over DOW after adjusting for the inherited market risk (beta).
Predicted Return Density
|Alpha over DOW||=||0.25|
|Beta against DOW||=||0.85|
PERSIMMON PLC Return Volatilitythe firm assumes 0.0% volatility of returns over the 30 days investment horizon. the entity inherits 0.5831% risk (volatility on return distribution) over the 30 days horizon.
PERSIMMON PLC Investment Opportunity
DOW has a standard deviation of returns of 0.58 and is 9.223372036854776E16 times more volatile than PERSIMMON PLC LS 10. 0% of all equities and portfolios are less risky than PERSIMMON PLC. Compared to the overall equity markets, volatility of historical daily returns of PERSIMMON PLC LS 10 is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use PERSIMMON PLC LS 10 to protect your portfolios against small markets fluctuations. The stock experiences normal downward trend and little activity. Check odds of PERSIMMON PLC to be traded at 27.34 in 30 days. . As returns on market increase, returns on owning PERSIMMON PLC are expected to decrease at a much smaller rate. During bear market, PERSIMMON PLC is likely to outperform the market.
PERSIMMON PLC correlation with market
PERSIMMON PLC Current Risk Indicators
|Risk Adjusted Performance||0.0301|
|Market Risk Adjusted Performance||(0.17)|
|Coefficient Of Variation||2983.37|
PERSIMMON PLC Suggested Diversification Pairs