Our philosophy in foreseeing 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 B H Whitestone Group Ltd which you can use to evaluate future volatility of the entity. Please confirm B H Whitestone Downside Deviation of 12.85, Mean Deviation of 2.95 and Coefficient Of Variation of 2949.33 to double-check if risk estimate we provide are consistent with the epected return of 0.0%.
|Horizon||30 Days Login to change|
B H Market Sensitivity
|As returns on market increase, B H returns are expected to increase less than the market. However during bear market, the loss on holding B H will be expected to be smaller as well.2 Months Beta |Analyze B H Whitestone Demand TrendCheck current 30 days B H correlation with market (DOW)|
β = 0.0773
B H Central Daily Price Deviation
B H Whitestone Technical Analysis
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B H Projected Return Density Against MarketAssuming 30 trading days horizon, B H has beta of 0.0773 . This means as returns on market go up, B H average returns are expected to increase less than the benchmark. However during bear market, the loss on holding B H Whitestone Group Ltd will be expected to be much smaller as well. Moreover, B H Whitestone Group Ltd has an alpha of 0.2293 implying that it can potentially generate 0.2293% excess return over DOW after adjusting for the inherited market risk (beta).
Predicted Return Density
|Alpha over DOW||=||0.23|
|Beta against DOW||=||0.08|
B H Return VolatilityB H Whitestone Group Ltd accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.3014% risk (volatility on return distribution) over the 30 days horizon.
DOW has a standard deviation of returns of 1.3 and is 9.223372036854776E16 times more volatile than B H Whitestone Group Ltd. 0% of all equities and portfolios are less risky than B H. Compared to the overall equity markets, volatility of historical daily returns of B H Whitestone Group Ltd is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use B H Whitestone Group Ltd to protect against small markets fluctuations. The stock experiences normal downward trend, but the immediate impact on correlations cannot be determined at the moment . Check odds of B H to be traded at S2299.77 in 30 days. As returns on market increase, B H returns are expected to increase less than the market. However during bear market, the loss on holding B H will be expected to be smaller as well.
B H correlation with market