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, Coefficient Of Variation of 2949.33 and Mean Deviation of 2.95 to double-check if risk estimate we provide are consistent with the epected return of 0.0%.
60 Days Market Risk
Chance of Distress in 24 months
60 Days Economic Sensitivity
|Horizon||30 Days Login to change|
B H Market Sensitivity
|As market goes up, the company is expected to significantly outperform it. However, if the market returns are negative, B H will likely underperform. 2 Months Beta |Analyze B H Whitestone Demand TrendCheck current 30 days B H correlation with market (DOW)|
β = 2.8603
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, the stock has beta coefficient of 2.8603 . This means as the benchmark fluctuates upward, the company is expected to outperform it on average . However, if the benchmark returns are expected to be negative, B H will likely underperform. Additionally, The company has a negative alpha implying that the risk taken by holding this equity is not justified. B H Whitestone is significantly underperforming DOW.
Predicted Return Density
Assuming 30 trading days horizon, the coefficient of variation of B H is 0.0. The daily returns are destributed with a variance of 0.0 and standard deviation of 0.0. The mean deviation of B H Whitestone Group Ltd is currently at 0.0. For similar time horizon, the selected benchmark (DOW) has volatility of 0.64
|Alpha over DOW||=||0.15|
|Beta against DOW||=||2.86|
B H Return Volatilitythe firm accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 0.5769% risk (volatility on return distribution) over the 30 days horizon.
B H Investment Opportunity
DOW has a standard deviation of returns of 0.58 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 your portfolios 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 market goes up, the company is expected to significantly outperform it. However, if the market returns are negative, B H will likely underperform.
B H correlation with market
B H Current Risk Indicators
|Risk Adjusted Performance||0.0306|
|Market Risk Adjusted Performance||0.087|
|Coefficient Of Variation||2949.33|
B H Suggested Diversification Pairs
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