Bunge Risk Analysis And Volatility

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BG -- USA Stock  

Earning Report: February 20, 2020  

We consider Bunge very steady. Bunge Limited secures Sharpe Ratio (or Efficiency) of 0.0198 which signifies that the organization had 0.0198% of return per unit of risk over the last 3 months. Our philosophy towards 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 Bunge Limited which you can use to evaluate future volatility of the firm. Please confirm Bunge Limited Risk Adjusted Performance of 1.0E-4 and Mean Deviation of 0.9502 to double-check if risk estimate we provide are consistent with the epected return of 0.0276%.
Interest Expense

90 Days Market Risk

Very steady

Chance of Distress

Below average

90 Days Economic Sensitivity

Follows market closely
Horizon     30 Days    Login   to change

Bunge Market Sensitivity

As returns on market increase, Bunge returns are expected to increase less than the market. However during bear market, the loss on holding Bunge will be expected to be smaller as well.
3 Months Beta |Analyze Bunge Limited Demand Trend
Check current 30 days Bunge correlation with market (DOW)
β = 0.5652

Bunge Central Daily Price Deviation

Bunge Limited 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 Bunge Limited price series. View also all equity analysis or get more info about median price price transform indicator.

Bunge Projected Return Density Against Market

Allowing for the 30-days total investment horizon, Bunge has beta of 0.5652 . This suggests as returns on market go up, Bunge average returns are expected to increase less than the benchmark. However during bear market, the loss on holding Bunge Limited will be expected to be much smaller as well. Additionally, The company has a negative alpha implying that the risk taken by holding this equity is not justified. Bunge Limited is significantly underperforming DOW.
 Predicted Return Density 
    
  Returns 
Allowing for the 30-days total investment horizon, the coefficient of variation of Bunge is 5053.51. The daily returns are destributed with a variance of 1.94 and standard deviation of 1.39. The mean deviation of Bunge Limited is currently at 0.94. For similar time horizon, the selected benchmark (DOW) has volatility of 0.48
α
Alpha over DOW
=0.1
β
Beta against DOW=0.57
σ
Overall volatility
=1.39
Ir
Information ratio =0.1

Bunge Return Volatility

the firm accepts 1.3938% volatility on return distribution over the 30 days horizon. the entity inherits 0.4762% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
    
  Timeline 

Bunge Investment Opportunity

Bunge Limited has a volatility of 1.39 and is 2.9 times more volatile than DOW. 12  of all equities and portfolios are less risky than Bunge. Compared to the overall equity markets, volatility of historical daily returns of Bunge Limited is lower than 12 () of all global equities and portfolios over the last 30 days. Use Bunge Limited to protect your portfolios against small markets fluctuations. The stock experiences normal downward trend and little activity. Check odds of Bunge to be traded at $55.5 in 30 days. . As returns on market increase, Bunge returns are expected to increase less than the market. However during bear market, the loss on holding Bunge will be expected to be smaller as well.

Bunge correlation with market

correlation synergy
Average diversification
Overlapping area represents the amount of risk that can be diversified away by holding Bunge Limited and equity matching DJI index in the same portfolio.

Bunge Current Risk Indicators

Bunge Suggested Diversification Pairs

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