## W R Risk Analysis And Volatility |

WRB -- USA Stock | ## USD 72.01 0.56 0.78% |

We consider W R very steady. W R Berkley shows Sharpe Ratio of 0.1026 which attests that the company had 0.1026% of return per unit of standard deviation over the last 3 months. Our way of 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-one technical indicators for W R Berkley which you can use to evaluate future volatility of the entity. Please check out W R Berkley Mean Deviation of 0.8055, Downside Deviation of 1.13 and Risk Adjusted Performance of 0.1032 to validate if risk estimate we provide are consistent with the epected return of 0.1133%.

Interest Expense

### 90 Days Market Risk

Very steady |

### Chance of Distress in 24 months

Below average |

### 90 Days Economic Sensitivity

Follows market closely |

Horizon | 30 Days Login to change |

## W R Market Sensitivity

As returns on market increase, W R returns are expected to increase less than the market. However during bear market, the loss on holding W R will be expected to be smaller as well. 3 Months Beta |Analyze W R Berkley Demand TrendCheck current 30 days W R correlation with market (DOW) β = 0.729 | ## W R Central Daily Price Deviation |

## W R Berkley Technical Analysis

Transformation |

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 W R Berkley 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 W R closing price as input. View also all equity analysis or get more info about weighted close price price transform indicator.

## W R Projected Return Density Against Market

Considering 30-days investment horizon, W R has beta of 0.729 . This means as returns on market go up, W R average returns are expected to increase less than the benchmark. However during bear market, the loss on holding W R Berkley Corporation will be expected to be much smaller as well. Moreover, The company has an alpha of 0.0994 implying that it can potentially generate 0.0994% excess return over DOW after adjusting for the inherited market risk (beta).Considering 30-days investment horizon, the coefficient of variation of W R is 974.63. The daily returns are destributed with a variance of 1.22 and standard deviation of 1.1. The mean deviation of W R Berkley Corporation is currently at 0.82. For similar time horizon, the selected benchmark (DOW) has volatility of 0.9

α | Alpha over DOW | = | 0.1 | |

β | Beta against DOW | = | 0.73 | |

σ | Overall volatility | = | 1.10 | |

Ir | Information ratio | = | 0.09 |

## W R Return Volatility

the company has volatility of**1.1043%**on return distribution over 30 days investment horizon. the entity inherits 0.9009% risk (volatility on return distribution) over the 30 days horizon.

## W R Investment Opportunity

W R Berkley Corporation has a volatility of 1.1 and is 1.22 times more volatile than DOW.

**9%**of all equities and portfolios are less risky than W R. Compared to the overall equity markets, volatility of historical daily returns of W R Berkley Corporation is lower than**9 (%)**of all global equities and portfolios over the last 30 days. Use W R Berkley Corporation to enhance returns of your portfolios. The stock experiences moderate upward volatility. Check odds of W R to be traded at $79.21 in 30 days. . As returns on market increase, W R returns are expected to increase less than the market. However during bear market, the loss on holding W R will be expected to be smaller as well.**W R correlation with market**

**Poor diversification**Overlapping area represents the amount of risk that can be diversified away by holding W R Berkley Corp. and equity matching DJI index in the same portfolio.

## W R Current Risk Indicators

Risk Adjusted Performance | 0.1032 | ||

Market Risk Adjusted Performance | 0.1648 | ||

Mean Deviation | 0.8055 | ||

Semi Deviation | 0.9398 | ||

Downside Deviation | 1.13 | ||

Coefficient Of Variation | 885.45 | ||

Standard Deviation | 1.09 |

## W R Suggested Diversification Pairs

See also Your Current Watchlist. 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.

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