Twitter Risk Analysis

Macroaxis considers Twitter not very risky given 1 month investment horizon. Twitter Inc owns Efficiency Ratio (i.e. Sharpe Ratio) of 0.146 which indicates Twitter Inc had 0.146% 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-eight technical indicators for Twitter Inc which you can use to evaluate future volatility of the company. Please operate Twitter Semi Deviation of 1.61, Coefficient Of Variation of 1510.11 and Risk Adjusted Performance of 0.0367 to confirm if our risk estimates are consistent with your expectations.
Investment Horizon     30 Days    Login   to change

Twitter Market Sensitivity

As market goes up, the company is expected to significantly outperform it. However, if the market returns are negative, Twitter will likely underperform.
One Month Beta |Analyze Twitter Inc Demand Trend
Check current 30 days Twitter correlation with market (NYSE)
β = 1.778
Twitter Large BetaTwitter Inc Beta Legend

Projected Return Density Against Market

Given the investment horizon of 30 days, the stock has beta coefficient of 1.778 . 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, Twitter will likely underperform. 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
 Predicted Return Density 
Benchmark  Embed   Returns 
Given the investment horizon of 30 days, the coefficient of variation of Twitter is 684.96. The daily returns are destributed with a variance of 4.08 and standard deviation of 2.02. The mean deviation of Twitter Inc is currently at 1.38. For similar time horizon, the selected benchmark (NYSE) has volatility of 0.43
α
Alpha over NYSE
=(0.26)
βBeta against NYSE= 1.78 
σ
Overall volatility
= 2.02 
 IrInformation ratio =(0.04)

Actual Return Volatility

Twitter Inc inherits 2.0205% risk (volatility on return distribution) over the 30 days horizon. NYSE inherits 0.4295% risk (volatility on return distribution) over the 30 days horizon.
 Daily Returns (%) 
Benchmark  Embed   Timeline 

30 Days Market Risk

Not very risky

Chance of Distress in 24 months

30 Days Economic Sensitivity

Almost mirrors market
Total Debt
Twitter Inc Total Debt History
Largest Trends
Twitter Largest Period Trend
Investment Outlook
Twitter Investment Opportunity
Twitter Inc has a volatility of 2.02 and is 4.7 times more volatile than NYSE. 19% of all equities and portfolios are less risky than Twitter. Compared to the overall equity markets, volatility of historical daily returns of Twitter Inc is lower than 19 (%) of all global equities and portfolios over the last 30 days. Use Twitter Inc to enhance returns of your portfolios. The stock experiences normal upward fluctuation. Check odds of Twitter to be traded at $20.63 in 30 days. As market goes up, the company is expected to significantly outperform it. However, if the market returns are negative, Twitter will likely underperform.

Twitter correlation with market

Weak diversification
Overlapping area represents amount of risk that can be diversified away by holding Twitter Inc. and equity matching NYA index in the same portfolio