Tiffany Risk Analysis And Volatility Evaluation

TIF -- USA Stock  

USD 107.01  2.61  2.50%

Macroaxis considers Tiffany to be not too risky. Tiffany Co owns Efficiency Ratio (i.e. Sharpe Ratio) of -0.2882 which indicates Tiffany Co had -0.2882% of return per unit of risk over the last 1 month. 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. Tiffany Co exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to validate Tiffany Coefficient Of Variation of 379.98 and Risk Adjusted Performance of 0.28 to confirm risk estimate we provide.
Horizon     30 Days    Login   to change

Tiffany Market Sensitivity

As market goes up, the company is expected to significantly outperform it. However, if the market returns are negative, Tiffany will likely underperform.
One Month Beta |Analyze Tiffany Co Demand Trend
Check current 30 days Tiffany correlation with market (DOW)
β = 1.4179
Tiffany Large BetaTiffany Co Beta Legend

Tiffany Co Technical Analysis

Transformation
The output start index for this execution was zero with a total number of output elements of seventeen. Tiffany Co 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.

Tiffany Projected Return Density Against Market

Considering 30-days investment horizon, the stock has beta coefficient of 1.4179 . This entails as the benchmark fluctuates upward, the company is expected to outperform it on average. However, if the benchmark returns are expected to be negative, Tiffany will likely underperform. Additionally, Tiffany Co has a negative alpha implying that the risk taken by holding this equity is not justified. The company is significantly underperforming DOW
 Predicted Return Density 
      Returns 
Considering 30-days investment horizon, the coefficient of variation of Tiffany is -347.01. The daily returns are destributed with a variance of 8.39 and standard deviation of 2.9. The mean deviation of Tiffany Co is currently at 2.02. For similar time horizon, the selected benchmark (DOW) has volatility of 1.09
α
Alpha over DOW
=0.5
β
Beta against DOW=1.42
σ
Overall volatility
=2.90
Ir
Information ratio =0.21

Tiffany Return Volatility

Tiffany Co has volatility of 2.8963% on return distribution over 30 days investment horizon. DOW inherits 1.0618% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Tiffany Volatility Factors

30 Days Market Risk

Not too risky

Chance of Distress in 24 months

Almost imposible

30 Days Economic Sensitivity

Responds to market

Investment Outlook

Tiffany Investment Opportunity

Tiffany Co has a volatility of 2.9 and is 2.74 times more volatile than DOW. 26% of all equities and portfolios are less risky than Tiffany. Compared to the overall equity markets, volatility of historical daily returns of Tiffany Co is lower than 26 (%) of all global equities and portfolios over the last 30 days. Use Tiffany Co to enhance returns of your portfolios. The stock experiences unexpected upward trend. Watch out for market signals. Check odds of Tiffany to be traded at $128.41 in 30 days. As market goes up, the company is expected to significantly outperform it. However, if the market returns are negative, Tiffany will likely underperform.

Tiffany correlation with market

Very weak diversification
Overlapping area represents the amount of risk that can be diversified away by holding Tiffany Co and equity matching DJI index in the same portfolio.

Tiffany Volatility Indicators

Tiffany Co Current Risk Indicators

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