Amazon Com Risk Analysis And Volatility

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AMZN -- USA Stock  

 Earnings Call  This Week

We consider Amazon Com very steady. Amazon Com secures Sharpe Ratio (or Efficiency) of 0.0984 which signifies that the organization had 0.0984% of return per unit of standard deviation over the last 3 months. 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 Amazon Com which you can use to evaluate future volatility of the firm. Please confirm Amazon Com Risk Adjusted Performance of 0.0457 and Mean Deviation of 0.7658 to double-check if risk estimate we provide are consistent with the epected return of 0.1015%.
Interest Expense

90 Days Market Risk

Very steady

Chance of Distress

Very Small

90 Days Economic Sensitivity

Ignores market trends
Horizon     30 Days    Login   to change

Amazon Com Market Sensitivity

Amazon Com returns are very sensitive to returns on the market. As market goes up or down, Amazon Com is expected to follow.
3 Months Beta |Analyze Amazon Com Demand Trend
Check current 30 days Amazon Com correlation with market (DOW)
β = 0.9172

Amazon Com Central Daily Price Deviation

Amazon Com Technical Analysis

Transformation
The output start index for this execution was zero with a total number of output elements of sixty-one. The Median Price line plots median indexes of Amazon Com price series. View also all equity analysis or get more info about median price price transform indicator.

Amazon Com Projected Return Density Against Market

Given the investment horizon of 30 days, Amazon Com has beta of 0.9172 . This suggests Amazon Com market returns are very sensitive to returns on the market. As the market goes up or down, Amazon Com is expected to follow. Additionally, The company has a negative alpha implying that the risk taken by holding this equity is not justified. Amazon Com is significantly underperforming DOW.
 Predicted Return Density 
    
  Returns 
Given the investment horizon of 30 days, the coefficient of variation of Amazon Com is 1015.89. The daily returns are destributed with a variance of 1.06 and standard deviation of 1.03. The mean deviation of Amazon Com is currently at 0.76. For similar time horizon, the selected benchmark (DOW) has volatility of 0.48
α
Alpha over DOW
=0.03
β
Beta against DOW=0.92
σ
Overall volatility
=1.03
Ir
Information ratio =0.04

Amazon Com Return Volatility

the corporation inherits 1.0311% risk (volatility on return distribution) over the 30 days horizon. the entity inherits 0.4785% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
    
  Timeline 

Amazon Com Investment Opportunity

Amazon Com has a volatility of 1.03 and is 2.15 times more volatile than DOW. of all equities and portfolios are less risky than Amazon Com. Compared to the overall equity markets, volatility of historical daily returns of Amazon Com is lower than 9 () of all global equities and portfolios over the last 30 days. Use Amazon Com to enhance returns of your portfolios. The stock experiences normal upward fluctuation. Check odds of Amazon Com to be traded at $1986.6 in 30 days. . Amazon Com returns are very sensitive to returns on the market. As market goes up or down, Amazon Com is expected to follow.

Amazon Com correlation with market

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

Amazon Com Current Risk Indicators

Amazon Com Suggested Diversification Pairs

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