Twitter Risk Analysis

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 Market

Given 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
 Predicted Return Density 
Benchmark  Embed   Returns 
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
Alpha over NYSE
βBeta against NYSE=(3.43)
Overall volatility
= 5.79 
 IrInformation ratio = 0.03 

Actual Return Volatility

Twitter Inc inherits 5.786% risk (volatility on return distribution) over the 30 days horizon. NYSE inherits 0.5497% risk (volatility on return distribution) over the 30 days horizon.
 Daily Returns (%) 
Benchmark  Embed   Timeline 

30 Days Market Risk

Relatively risky

Chance of Distress in 24 months

30 Days Economic Sensitivity

Completely opposite to 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 5.79 and is 10.53 times more volatile than NYSE. 55% 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 higher than 55 (%) of all global equities and portfolios over the last 30 days. Use Twitter Inc to enhance returns of your portfolios. The stock experiences very speculative upward sentiment.. Check odds of Twitter to be traded at $22.61 in 30 days. As returns on market increase, returns on owning Twitter are expected to decrease by larger amounts. On the other hand, during market turmoil, Twitter is expected to significantly outperform it.

Twitter correlation with market

Very good 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