Hostess Brands Risk Analysis And Volatility

TWNKW -- USA Stock  

USD 1.14  0.03  2.70%

Macroaxis considers Hostess Brands unknown risk given 2 months investment horizon. Hostess Brands Warrants holds Efficiency (Sharpe) Ratio of 0.2008 which attests that the entity had 0.2008% of return per unit of risk over the last 2 months. 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. By evaluating Hostess Brands Warrants technical indicators you can presently evaluate if the expected return of 0.9507% is justified by implied risk. Please utilize Hostess Brands Risk Adjusted Performance of (0.015077) and Market Risk Adjusted Performance of (0.042716) to validate if our risk estimates are consistent with your expectations.
Horizon     30 Days    Login   to change

Hostess Brands Market Sensitivity

As market goes up, the company is expected to significantly outperform it. However, if the market returns are negative, Hostess Brands will likely underperform.
2 Months Beta |Analyze Hostess Brands Warrants Demand Trend
Check current 30 days Hostess Brands correlation with market (DOW)
β = 1.427

Hostess Brands Central Daily Price Deviation

Hostess Brands Warrants Technical Analysis

Transformation
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Hostess Brands Projected Return Density Against Market

Assuming 30 trading days horizon, the stock has beta coefficient of 1.427 . 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, Hostess Brands will likely underperform. Additionally, The company has a negative alpha implying that the risk taken by holding this equity is not justified. Hostess Brands Warrants is significantly underperforming DOW.
 Predicted Return Density 
      Returns 
Assuming 30 trading days horizon, the coefficient of variation of Hostess Brands is 498.02. The daily returns are destributed with a variance of 22.42 and standard deviation of 4.73. The mean deviation of Hostess Brands Inc Warrants is currently at 3.65. For similar time horizon, the selected benchmark (DOW) has volatility of 1.79
α
Alpha over DOW
=0.18
β
Beta against DOW=1.43
σ
Overall volatility
=4.73
Ir
Information ratio =0.03

Hostess Brands Return Volatility

the venture shows 4.7347% volatility of returns over 30 trading days. the entity inherits 1.9131% 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 4.73 and is 2.48 times more volatile than DOW. 43% 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 43 (%) 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 unexpected upward trend. Watch out for market signals. Check odds of Hostess Brands to be traded at $1.368 in 30 days. . As market goes up, the company is expected to significantly outperform it. However, if the market returns are negative, Hostess Brands will likely underperform.

Hostess Brands correlation with market

correlation synergy
Very weak 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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