Macroaxis considers Williamson Magor to be relatively risky. Williamson Magor shows Sharpe Ratio of -0.0584 which attests that the company had -0.0584% of return per unit of risk over the last 2 months. Macroaxis philosophy towards determining 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. Williamson Magor exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to check out Williamson Magor Mean Deviation of 4.22 to validate risk estimate we provide.
60 Days Market Risk
Chance of Distress in 24 months
60 Days Economic Sensitivity
Ignores market trends
|Horizon||30 Days Login to change|
Williamson Magor Technical Analysis
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Williamson Magor Projected Return Density Against MarketAssuming 30 trading days horizon, Williamson Magor has beta of 0.0 . This means the returns on DOW and Williamson Magor do not appear to be sensitive. Furthermore, It does not look like the company alpha can have any bearing on the equity current valuation.
Assuming 30 trading days horizon, the coefficient of variation of Williamson Magor is -1712.91. The daily returns are destributed with a variance of 21.07 and standard deviation of 4.59. The mean deviation of Williamson Magor Co Limited is currently at 3.3. For similar time horizon, the selected benchmark (DOW) has volatility of 0.0
|Alpha over DOW||=||0.00|
|Beta against DOW||=||0.00|
Williamson Magor Return Volatilitythe company accepts 4.5904% volatility on return distribution over the 30 days horizon. the entity inherits 0.0% risk (volatility on return distribution) over the 30 days horizon.
Williamson Magor Investment Opportunity
Williamson Magor Co Limited has a volatility of 4.59 and is 7.17 times more volatile than DOW. 40% of all equities and portfolios are less risky than Williamson Magor. Compared to the overall equity markets, volatility of historical daily returns of Williamson Magor Co Limited is lower than 40 (%) of all global equities and portfolios over the last 30 days.
Williamson Magor Current Risk Indicators
|Risk Adjusted Performance||0.01|
|Coefficient Of Variation||(770.17)|
|Value At Risk||(9.09)|
Williamson Magor Suggested Diversification Pairs