Western Union Risk Analysis And Volatility

WU -- USA Stock  

Earning Report: October 31, 2019  

Macroaxis considers Western Union not too volatile given 3 months investment horizon. Western Union shows Sharpe Ratio of 0.1881 which attests that the company had 0.1881% of return per unit of risk over the last 3 months. 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-one technical indicators for Western Union which you can use to evaluate future volatility of the organization. Please utilize Western Union Mean Deviation of 0.9661, Downside Deviation of 1.6 and Market Risk Adjusted Performance of 0.2952 to validate if our risk estimates are consistent with your expectations.
Interest Expense

90 Days Market Risk

Not too volatile

Chance of Distress in 24 months

Below average

90 Days Economic Sensitivity

Almost mirrors market
Horizon     30 Days    Login   to change

Western Union Market Sensitivity

Western Union returns are very sensitive to returns on the market. As market goes up or down, Western Union is expected to follow.
3 Months Beta |Analyze Western Union Demand Trend
Check current 30 days Western Union correlation with market (DOW)
β = 0.912

Western Union Central Daily Price Deviation

Western Union Technical Analysis

Transformation
The output start index for this execution was zero with a total number of output elements of sixty-one. Western Union Average Price is the average of the sum of open, high, low and close daily prices of a bar. It can be used to smooth an indicator that normally takes just the closing price as input. View also all equity analysis or get more info about average price price transform indicator.

Western Union Projected Return Density Against Market

Allowing for the 30-days total investment horizon, Western Union has beta of 0.912 . This means Western Union Company market returns are related to returns on the market. As the market goes up or down, Western Union is expected to follow. Moreover, The company has an alpha of 0.2846 implying that it can potentially generate 0.2846% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
Allowing for the 30-days total investment horizon, the coefficient of variation of Western Union is 531.73. The daily returns are destributed with a variance of 1.74 and standard deviation of 1.32. The mean deviation of Western Union Company is currently at 0.96. For similar time horizon, the selected benchmark (DOW) has volatility of 0.98
α
Alpha over DOW
=0.28
β
Beta against DOW=0.91
σ
Overall volatility
=1.32
Ir
Information ratio =0.22

Western Union Return Volatility

the firm accepts 1.3176% volatility on return distribution over the 30 days horizon. the entity inherits 0.9886% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Western Union Investment Opportunity

Western Union Company has a volatility of 1.32 and is 1.33 times more volatile than DOW. 11  of all equities and portfolios are less risky than Western Union. Compared to the overall equity markets, volatility of historical daily returns of Western Union Company is lower than 11 () of all global equities and portfolios over the last 30 days. Use Western Union Company to protect your portfolios against small markets fluctuations. The stock experiences normal downward trend and little activity. Check odds of Western Union to be traded at $24.0 in 30 days. . Western Union returns are very sensitive to returns on the market. As market goes up or down, Western Union is expected to follow.

Western Union correlation with market

correlation synergy
Poor diversification
Overlapping area represents the amount of risk that can be diversified away by holding Western Union Company and equity matching DJI index in the same portfolio.

Western Union Current Risk Indicators

Western Union Suggested Diversification Pairs

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