Hostess Brands Risk Analysis And Volatility Evaluation

TWNKW -- USA Stock  

USD 1.06  0.06  6.00%

Macroaxis considers Hostess Brands abnormally risky given 1 month investment horizon. Hostess Brands Warrants holds Efficiency (Sharpe) Ratio of 0.1164 which attests that Hostess Brands Warrants had 0.1164% of return per unit of risk over the last 1 month. Our philosophy towards determining 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 Hostess Brands Warrants which you can use to evaluate future volatility of the corporation. Please utilize Hostess Brands Downside Deviation of 3.91, Market Risk Adjusted Performance of 1.4 and Risk Adjusted Performance of 0.2297 to validate if our risk estimates are consistent with your expectations.
Horizon     30 Days    Login   to change

Hostess Brands Market Sensitivity

As returns on market increase, Hostess Brands returns are expected to increase less than the market. However during bear market, the loss on holding Hostess Brands will be expected to be smaller as well.
One Month Beta |Analyze Hostess Brands Warrants Demand Trend
Check current 30 days Hostess Brands correlation with market (DOW)
β = 0.526

Hostess Brands Central Daily Price Deviation

Hostess Brands Warrants Technical Analysis

Transformation
The output start index for this execution was zero with a total number of output elements of seventeen. Hostess Brands Warrants 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.

Hostess Brands Projected Return Density Against Market

Assuming 30 trading days horizon, Hostess Brands has beta of 0.526 . This entails as returns on market go up, Hostess Brands average returns are expected to increase less than the benchmark. However during bear market, the loss on holding Hostess Brands Inc Warrants will be expected to be much smaller as well. Moreover, Hostess Brands Inc Warrants has an alpha of 0.7724 implying that it can potentially generate 0.7724% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
Assuming 30 trading days horizon, the coefficient of variation of Hostess Brands is 859.06. The daily returns are destributed with a variance of 14.98 and standard deviation of 3.87. The mean deviation of Hostess Brands Inc Warrants is currently at 2.79. For similar time horizon, the selected benchmark (DOW) has volatility of 1.22
α
Alpha over DOW
=0.77
β
Beta against DOW=0.53
σ
Overall volatility
=3.87
Ir
Information ratio =0.20

Hostess Brands Return Volatility

Hostess Brands Inc Warrants shows 3.8708% volatility of returns over 30 trading days. DOW inherits 1.1955% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

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Investment Outlook

Hostess Brands Investment Opportunity

Hostess Brands Inc Warrants has a volatility of 3.87 and is 3.23 times more volatile than DOW. 35% of all equities and portfolios are less risky than Hostess Brands. Compared to the overall equity markets, volatility of historical daily returns of Hostess Brands Inc Warrants is lower than 35 (%) of all global equities and portfolios over the last 30 days. Use Hostess Brands Inc Warrants to enhance returns of your portfolios. The stock experiences very speculative upward sentiment.. Check odds of Hostess Brands to be traded at $1.325 in 30 days. As returns on market increase, Hostess Brands returns are expected to increase less than the market. However during bear market, the loss on holding Hostess Brands will be expected to be smaller as well.

Hostess Brands correlation with market

correlation synergy
Average diversification
Overlapping area represents the amount of risk that can be diversified away by holding Hostess Brands Inc Warrants and equity matching DJI index in the same portfolio.

Hostess Brands Volatility Indicators

Hostess Brands Inc Warrants Current Risk Indicators

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