Shawcor Ltd Risk Analysis And Volatility

SAWLF -- USA Stock  

USD 10.16  0.00  0.00%

Macroaxis considers Shawcor Ltd to be relatively risky. Shawcor Ltd owns Efficiency Ratio (i.e. Sharpe Ratio) of -0.1851 which indicates the firm had -0.1851% of return per unit of risk over the last 3 months. Macroaxis philosophy towards measuring risk of any stock is to look at both systematic and un-systematic factors of the business, including all available market data and technical indicators. Shawcor Ltd exposes twenty-four different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to validate Shawcor Ltd Risk Adjusted Performance of (0.14) and Coefficient Of Variation of (558.26) to confirm risk estimate we provide.

90 Days Market Risk

Relatively risky

Chance of Distress in 24 months

Quite high

90 Days Economic Sensitivity

Almost neglects market trends
Horizon     30 Days    Login   to change

Shawcor Ltd Market Sensitivity

As returns on market increase, returns on owning Shawcor Ltd are expected to decrease at a much smaller rate. During bear market, Shawcor Ltd is likely to outperform the market.
3 Months Beta |Analyze Shawcor Ltd Demand Trend
Check current 30 days Shawcor Ltd correlation with market (DOW)
β = -0.2115

Shawcor Ltd Central Daily Price Deviation

Shawcor Ltd Technical Analysis

Transformation
The output start index for this execution was zero with a total number of output elements of sixty-one. The Median Price line plots median indexes of Shawcor Ltd price series. View also all equity analysis or get more info about median price price transform indicator.

Shawcor Ltd Projected Return Density Against Market

Assuming 30 trading days horizon, Shawcor Ltd has beta of -0.2115 . This entails as returns on benchmark increase, returns on holding Shawcor Ltd are expected to decrease at a much smaller rate. During bear market, however, Shawcor Ltd is likely to outperform the market. Additionally, The company has a negative alpha implying that the risk taken by holding this equity is not justified. Shawcor Ltd is significantly underperforming DOW.
 Predicted Return Density 
      Returns 
Assuming 30 trading days horizon, the coefficient of variation of Shawcor Ltd is -540.34. The daily returns are destributed with a variance of 6.58 and standard deviation of 2.57. The mean deviation of Shawcor Ltd is currently at 1.31. For similar time horizon, the selected benchmark (DOW) has volatility of 0.83
α
Alpha over DOW
=0.44
β
Beta against DOW=0.21
σ
Overall volatility
=2.57
Ir
Information ratio =0.21

Shawcor Ltd Return Volatility

the firm shows 2.5661% volatility of returns over 30 trading days. the entity inherits 0.7293% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Shawcor Ltd Investment Opportunity

Shawcor Ltd has a volatility of 2.57 and is 3.52 times more volatile than DOW. 22  of all equities and portfolios are less risky than Shawcor Ltd. Compared to the overall equity markets, volatility of historical daily returns of Shawcor Ltd is lower than 22 () of all global equities and portfolios over the last 30 days. Use Shawcor Ltd to protect your portfolios against small markets fluctuations. The otc stock experiences normal downward fluctuation but is a risky buy. Check odds of Shawcor Ltd to be traded at $10.06 in 30 days. . As returns on market increase, returns on owning Shawcor Ltd are expected to decrease at a much smaller rate. During bear market, Shawcor Ltd is likely to outperform the market.

Shawcor Ltd correlation with market

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

Shawcor Ltd Current Risk Indicators

Shawcor Ltd Suggested Diversification Pairs

Also please take a look at World Market Map. Please also try Analyst Recommendations module to analyst recommendations and target price estimates broken down by several categories.
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