Starbucks Risk Analysis And Volatility

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SBUX -- USA Stock  

Fiscal Quarter End: March 31, 2020  

Macroaxis considers Starbucks to be very steady. Starbucks owns Efficiency Ratio (i.e. Sharpe Ratio) of -0.064 which indicates the firm had -0.064% 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. Starbucks Corporation exposes twenty-eight different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to validate Starbucks Coefficient Of Variation of (7,503) and Risk Adjusted Performance of (0.010592) to confirm risk estimate we provide.
Interest Expense

90 Days Market Risk

Very steady

Chance of Distress

90 Days Economic Sensitivity

Follows market closely

Starbucks Market Sensitivity

Starbucks returns are very sensitive to returns on the market. As market goes up or down, Starbucks is expected to follow.
3 Months Beta |Analyze Starbucks Demand Trend
Check current 30 days Starbucks correlation with market (DOW)
β = 0.8597

Starbucks Central Daily Price Deviation

Starbucks Technical Analysis

The output start index for this execution was zero with a total number of output elements of sixty-one. Starbucks Average Price is the average of the sum of open, high, low and close daily prices of a bar. It can be used to smooth an indicator that normally takes just the closing price as input. View also all equity analysis or get more info about average price price transform indicator.

Starbucks Projected Return Density Against Market

Given the investment horizon of 30 days, Starbucks has beta of 0.8597 . This entails Starbucks Corporation market returns are sensitive to returns on the market. As the market goes up or down, Starbucks is expected to follow. Moreover, The company has an alpha of 0.0122 implying that it can potentially generate 0.0122% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
Given the investment horizon of 30 days, the coefficient of variation of Starbucks is -1561.81. The daily returns are destributed with a variance of 1.77 and standard deviation of 1.33. The mean deviation of Starbucks Corporation is currently at 0.99. For similar time horizon, the selected benchmark (DOW) has volatility of 0.98
Alpha over DOW
Beta against DOW=0.86
Overall volatility
Information ratio =0.0143

Starbucks Return Volatility

the company inherits 1.3304% risk (volatility on return distribution) over the 30 days horizon. the entity inherits 1.0138% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 

Starbucks Investment Opportunity

Starbucks Corporation has a volatility of 1.33 and is 1.32 times more volatile than DOW. 11  of all equities and portfolios are less risky than Starbucks. Compared to the overall equity markets, volatility of historical daily returns of Starbucks Corporation is lower than 11 () of all global equities and portfolios over the last 30 days. Use Starbucks Corporation to protect your portfolios against small markets fluctuations. The stock experiences somewhat bearish sentiment, but market may correct it shortly. Check odds of Starbucks to be traded at $78.25 in 30 days. . Starbucks returns are very sensitive to returns on the market. As market goes up or down, Starbucks is expected to follow.

Starbucks correlation with market

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

Starbucks Current Risk Indicators

Starbucks Suggested Diversification Pairs

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