Tiffany Risk Analysis

Tiffany Co -- USA Stock  

USD 107.58  0.88  0.81%

Macroaxis considers Tiffany not too risky given 1 month investment horizon. Tiffany Co owns Efficiency Ratio (i.e. Sharpe Ratio) of 0.327 which indicates Tiffany Co had 0.327% of return per unit of risk over the last 1 month. Our philosophy towards measuring volatility of a stock is to use all available market data together with company specific technical indicators that cannot be diversified away. We have found twenty technical indicators for Tiffany Co which you can use to evaluate future volatility of the company. Please operate Tiffany Downside Deviation of 0.5737, Standard Deviation of 1.25 and Risk Adjusted Performance of 0.1688 to confirm if our risk estimates are consistent with your expectations.
 Time Horizon     30 Days    Login   to change

Tiffany Market Sensitivity

As returns on market increase, returns on owning Tiffany are expected to decrease by larger amounts. On the other hand, during market turmoil, Tiffany is expected to significantly outperform it.
One Month Beta |Analyze Tiffany Co Demand Trend
Check current 30 days Tiffany correlation with market (DOW)
β = -1.4299
Tiffany Large Negative BetaTiffany Co Beta Legend

Tiffany Co Technical Analysis

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.

Projected Return Density Against Market

Considering 30-days investment horizon, Tiffany Co has beta of -1.4299 . This entails as returns on its benchmark rise, returns on holding Tiffany Co are expected to decrease by similarly larger amounts. On the other hand, during market turmoils, Tiffany is expected to outperform its benchmark. Moreover, Tiffany Co has an alpha of 0.8343 implying that it can potentially generate 0.8343% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
Considering 30-days investment horizon, the coefficient of variation of Tiffany is 305.83. The daily returns are destributed with a variance of 1.08 and standard deviation of 1.04. The mean deviation of Tiffany Co is currently at 0.81. For similar time horizon, the selected benchmark (DOW) has volatility of 0.39
Alpha over DOW
Beta against DOW=1.43
Overall volatility
Information ratio =0.23

Actual Return Volatility

Tiffany Co has volatility of 1.0416% on return distribution over 30 days investment horizon. DOW inherits 0.3852% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 

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

Very regressive towards market

Total Debt

Tiffany Co Total Debt History

Total Debt

Largest Trends

Tiffany Largest Period Trend

Investment Outlook

Tiffany Investment Opportunity
Tiffany Co has a volatility of 1.04 and is 2.67 times more volatile than DOW. 9% 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 9 (%) of all global equities and portfolios over the last 30 days. Use Tiffany Co to protect against small markets fluctuations. The stock experiences moderate downward daily trend and can be a good diversifier. Check odds of Tiffany to be traded at $105.43 in 30 days. As returns on market increase, returns on owning Tiffany are expected to decrease by larger amounts. On the other hand, during market turmoil, Tiffany is expected to significantly outperform it.

Tiffany correlation with market

Very good 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.