Workiva Risk Analysis And Volatility

WK -- USA Stock  

Quarterly Earning Report: November 6, 2019  

Our philosophy towards determining 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 Workiva which you can use to evaluate future volatility of the organization. Please check out Workiva Market Risk Adjusted Performance of (0.78) and Mean Deviation of 1.6 to validate if risk estimate we provide are consistent with the epected return of 0.0%.
Interest Expense

90 Days Market Risk

Very steady

Chance of Distress in 24 months

Very low

90 Days Economic Sensitivity

Slowly supersedes market
Horizon     30 Days    Login   to change

Workiva Market Sensitivity

As returns on market increase, Workiva returns are expected to increase less than the market. However during bear market, the loss on holding Workiva will be expected to be smaller as well.
3 Months Beta |Analyze Workiva Demand Trend
Check current 30 days Workiva correlation with market (DOW)
β = 0.4878

Workiva Central Daily Price Deviation

Workiva Technical Analysis

Transformation
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Workiva Projected Return Density Against Market

Allowing for the 30-days total investment horizon, Workiva has beta of 0.4878 . This means as returns on market go up, Workiva average returns are expected to increase less than the benchmark. However during bear market, the loss on holding Workiva will be expected to be much smaller as well. Additionally, The company has a negative alpha implying that the risk taken by holding this equity is not justified. Workiva is significantly underperforming DOW.
 Predicted Return Density 
      Returns 
Allowing for the 30-days total investment horizon, the coefficient of variation of Workiva is 0.0. The daily returns are destributed with a variance of 0.0 and standard deviation of 0.0. The mean deviation of Workiva is currently at 0.0. For similar time horizon, the selected benchmark (DOW) has volatility of 0.97
α
Alpha over DOW
=0.38
β
Beta against DOW=0.49
σ
Overall volatility
=0.00
Ir
Information ratio =0.13

Workiva Return Volatility

the organization accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 0.9858% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Workiva Investment Opportunity

DOW has a standard deviation of returns of 0.99 and is 9.223372036854776E16 times more volatile than Workiva. of all equities and portfolios are less risky than Workiva. Compared to the overall equity markets, volatility of historical daily returns of Workiva is lower than 0 () of all global equities and portfolios over the last 30 days. Use Workiva to protect your portfolios against small markets fluctuations. The stock experiences very speculative upward sentiment. Check odds of Workiva to be traded at $39.23 in 30 days. . As returns on market increase, Workiva returns are expected to increase less than the market. However during bear market, the loss on holding Workiva will be expected to be smaller as well.

Workiva correlation with market

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

Workiva Current Risk Indicators

Workiva Suggested Diversification Pairs

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