PERSIMMON PLC (Germany) Risk Analysis And Volatility

OHP -- Germany Stock  

EUR 27.62  0.04  0.14%

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 Trend
Check current 30 days PERSIMMON PLC correlation with market (DOW)
β = -0.8464

PERSIMMON PLC Central Daily Price Deviation

PERSIMMON PLC LS Technical Analysis

Transformation
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PERSIMMON PLC Projected Return Density Against Market

Assuming 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 
      Returns 
α
Alpha over DOW
=0.25
β
Beta against DOW=0.85
σ
Overall volatility
=0.00
Ir
Information ratio =0.0075

PERSIMMON PLC Return Volatility

the 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.
 Performance (%) 
      Timeline 

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

correlation synergy
Good diversification
Overlapping area represents the amount of risk that can be diversified away by holding PERSIMMON PLC LS 10 and equity matching DJI index in the same portfolio.

PERSIMMON PLC Current Risk Indicators

PERSIMMON PLC Suggested Diversification Pairs

Additionally take a look at Your Equity Center. Please also try Equity Forecasting module to use basic forecasting models to generate price predictions and determine price momentum.
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