Visa Risk Analysis And Volatility

V -- USA Stock  

Fiscal Quarter End: December 31, 2019  

We consider Visa very steady. Visa owns Efficiency Ratio (i.e. Sharpe Ratio) of 0.0224 which indicates the firm had 0.0224% of return per unit of risk over the last 3 months. Our philosophy towards measuring 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-seven technical indicators for Visa which you can use to evaluate future volatility of the company. Please validate Visa Risk Adjusted Performance of 0.0234, Coefficient Of Variation of 3712.79 and Semi Deviation of 1.33 to confirm if risk estimate we provide are consistent with the epected return of 0.0274%.
Interest Expense

90 Days Market Risk

Very steady

Chance of Distress in 24 months

Very low

90 Days Economic Sensitivity

Follows market closely
Horizon     30 Days    Login   to change

Visa Market Sensitivity

Visa returns are very sensitive to returns on the market. As market goes up or down, Visa is expected to follow.
3 Months Beta |Analyze Visa Demand Trend
Check current 30 days Visa correlation with market (DOW)
β = 0.892

Visa Central Daily Price Deviation

Visa Technical Analysis

The output start index for this execution was zero with a total number of output elements of sixty-one. Developed by Larry Williams, the Weighted Close is the average of Visa high, low and close of a chart with the close values weighted twice. It can be used to smooth an indicator that normally takes only Visa closing price as input. View also all equity analysis or get more info about weighted close price price transform indicator.

Visa Projected Return Density Against Market

Taking into account the 30 trading days horizon, Visa has beta of 0.892 . This entails Visa market returns are correlated to returns on the market. As the market goes up or down, Visa is expected to follow. Additionally, The company has a negative alpha implying that the risk taken by holding this equity is not justified. Visa is significantly underperforming DOW.
 Predicted Return Density 
Taking into account the 30 trading days horizon, the coefficient of variation of Visa is 4461.14. The daily returns are destributed with a variance of 1.49 and standard deviation of 1.22. The mean deviation of Visa is currently at 0.92. For similar time horizon, the selected benchmark (DOW) has volatility of 0.72
Alpha over DOW
Beta against DOW=0.89
Overall volatility
Information ratio =0.06

Visa Return Volatility

the venture accepts 1.2203% volatility on return distribution over the 30 days horizon. the entity inherits 0.7152% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 

Visa Investment Opportunity

Visa has a volatility of 1.22 and is 1.69 times more volatile than DOW. 10  of all equities and portfolios are less risky than Visa. Compared to the overall equity markets, volatility of historical daily returns of Visa is lower than 10 () of all global equities and portfolios over the last 30 days. Use Visa to protect your portfolios against small markets fluctuations. The stock experiences moderate downward daily trend and can be a good diversifier. Check odds of Visa to be traded at $177.38 in 30 days. . Visa returns are very sensitive to returns on the market. As market goes up or down, Visa is expected to follow.

Visa correlation with market

correlation synergy
Very weak diversification
Overlapping area represents the amount of risk that can be diversified away by holding Visa Inc and equity matching DJI index in the same portfolio.

Visa Current Risk Indicators

Visa Suggested Diversification Pairs

Also please take a look at World Market Map. Please also try Instant Ratings module to determine any equity ratings based on digital recommendations. macroaxis instant equity ratings are based on combination of fundamental analysis and risk-adjusted market performance.