TSINGTAO BREWERY (Germany) Risk Analysis And Volatility

Our way in which we are 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 TSINGTAO BREWERY H YC 1 which you can use to evaluate future volatility of the company. Please validate TSINGTAO BREWERY to confirm if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

TSINGTAO BREWERY H Technical Analysis

Transformation
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TSINGTAO BREWERY Projected Return Density Against Market

Assuming 30 trading days horizon, TSINGTAO BREWERY has beta of 0.0 . This entails the returns on DOW and TSINGTAO BREWERY do not appear to be related. Furthermore, It does not look like the company alpha can have any bearing on the equity current valuation.
Assuming 30 trading days horizon, the coefficient of variation of TSINGTAO BREWERY is 0.0. The daily returns are destributed with a variance of 0.0 and standard deviation of 0.0. The mean deviation of TSINGTAO BREWERY H YC 1 is currently at 0.0. For similar time horizon, the selected benchmark (DOW) has volatility of 0.76
α
Alpha over DOW
=0.00
β
Beta against DOW=0.00
σ
Overall volatility
=0.00
Ir
Information ratio =0.00

TSINGTAO BREWERY Return Volatility

the firm assumes 0.0% volatility of returns over the 30 days investment horizon. the entity inherits 0.7795% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

TSINGTAO BREWERY Investment Opportunity

DOW has a standard deviation of returns of 0.78 and is 9.223372036854776E16 times more volatile than TSINGTAO BREWERY H YC 1. 0% of all equities and portfolios are less risky than TSINGTAO BREWERY. Compared to the overall equity markets, volatility of historical daily returns of TSINGTAO BREWERY H YC 1 is lower than 0 (%) of all global equities and portfolios over the last 30 days.

TSINGTAO BREWERY Current Risk Indicators

TSINGTAO BREWERY Suggested Diversification Pairs

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