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 Tide Water Oil Co Ltd which you can use to evaluate future volatility of the company. Please validate Tide Water Risk Adjusted Performance of
(0.53) and Coefficient Of Variation of (475.24) to confirm if risk estimate we provide are consistent with the epected return of 0.0%.
|Horizon||30 Days Login to change|
Tide Water Market Sensitivity
|As returns on market increase, Tide Water returns are expected to increase less than the market. However during bear market, the loss on holding Tide Water will be expected to be smaller as well. 2 Months Beta |Analyze Tide Water Oil Demand TrendCheck current 30 days Tide Water correlation with market (DOW)|
β = 0.0012
Tide Water Central Daily Price Deviation
Tide Water Oil Technical Analysis
We are not able to run technical analysis function on this symbol. We either do not have that equity or its historical data is not available at this time. Please try again later.
Tide Water Projected Return Density Against MarketAssuming 30 trading days horizon, Tide Water has beta of 0.0012 . This entails as returns on market go up, Tide Water average returns are expected to increase less than the benchmark. However during bear market, the loss on holding Tide Water Oil Co Ltd will be expected to be much smaller as well. Additionally, The company has a negative alpha implying that the risk taken by holding this equity is not justified. Tide Water Oil is significantly underperforming DOW.
Predicted Return Density
|Alpha over DOW||=||0.03|
|Beta against DOW||=||0.0012|
Tide Water Return Volatilitythe firm accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 1.9% risk (volatility on return distribution) over the 30 days horizon.
DOW has a standard deviation of returns of 1.9 and is 9.223372036854776E16 times more volatile than Tide Water Oil Co Ltd. 0% of all equities and portfolios are less risky than Tide Water. Compared to the overall equity markets, volatility of historical daily returns of Tide Water Oil Co Ltd is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use Tide Water Oil Co Ltd to protect your portfolios against small markets fluctuations. The stock experiences unexpected downward movement. The market is reacting to new fundamentals. Check odds of Tide Water to be traded at 4722.58 in 30 days. . As returns on market increase, Tide Water returns are expected to increase less than the market. However during bear market, the loss on holding Tide Water will be expected to be smaller as well.
Tide Water correlation with market