Macroaxis considers Twitter to be relatively risky. Twitter Inc owns Efficiency Ratio (i.e. Sharpe Ratio) of -0.1793 which indicates Twitter Inc had -0.1793% 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. Twitter Inc exposes twenty-eight different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to validate Twitter Semi Deviation of 8.03, Coefficient Of Variation of 5553.68 and Risk Adjusted Performance of 0.0197 to confirm risk estimate we provide.
|Investment Horizon||30 Days Login to change|
Projected Return Density Against MarketGiven the investment horizon of 30 days, Twitter Inc has beta of -3.4347 . This entails as returns on its benchmark rise, returns on holding Twitter Inc are expected to decrease by similarly larger amounts. On the other hand, during market turmoils, Twitter is expected to outperform its benchmark. Additionally, Twitter Inc has a negative alpha implying that the risk taken by holding this equity is not justified. The company is significantly underperforming NYSE
Given the investment horizon of 30 days, the coefficient of variation of Twitter is -557.71. The daily returns are destributed with a variance of 33.48 and standard deviation of 5.79. The mean deviation of Twitter Inc is currently at 3.54. For similar time horizon, the selected benchmark (NYSE) has volatility of 0.58