Our philosophy towards measuring 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 SMSPHARMA which you can use to evaluate future volatility of the company. Please validate SMSPHARMA to confirm if risk estimate we provide are consistent with the epected return of 0.0%.
|Horizon||30 Days Login to change|
SMSPHARMA Technical Analysis
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SMSPHARMA Projected Return Density Against MarketAssuming 30 trading days horizon, SMSPHARMA has beta of 0.0 . This entails the returns on DOW and SMSPHARMA do not appear to be sensitive. Furthermore, It does not look like the company alpha can have any bearing on the equity current valuation.
Predicted Return Density
|Alpha over DOW||=||0.00|
|Beta against DOW||=||0.00|
SMSPHARMA Return Volatilitythe company accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 1.8419% risk (volatility on return distribution) over the 30 days horizon.
Analyze current equity momentum using Aroon Oscillator and other momentum ratios
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DOW has a standard deviation of returns of 1.84 and is 9.223372036854776E16 times more volatile than SMSPHARMA. 0% of all equities and portfolios are less risky than SMSPHARMA. Compared to the overall equity markets, volatility of historical daily returns of SMSPHARMA is lower than 0 (%) of all global equities and portfolios over the last 30 days.
Also please take a look at World Market Map. Please also try Money Flow Index module to determine momentum by analyzing money flow index and other technical indicators.