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Campbell Risk Analysis And Volatility

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CPB -- USA Stock  

Earning Report: March 4, 2020  

We consider Campbell Soup very steady. Campbell Soup secures Sharpe Ratio (or Efficiency) of 0.0073 which signifies that the organization had 0.0073% 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-seven technical indicators for Campbell Soup Company which you can use to evaluate future volatility of the firm. Please confirm Campbell Soup Downside Deviation of 0.927, Mean Deviation of 0.6613 and Risk Adjusted Performance of 0.0395 to double-check if risk estimate we provide are consistent with the epected return of 0.0072%.
Equity
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Interest Expense

90 Days Market Risk

Very steady

Chance of Distress

Below Average

90 Days Economic Sensitivity

Moves indifferently to market moves

Campbell Soup Market Sensitivity

As returns on market increase, returns on owning Campbell Soup are expected to decrease at a much smaller rate. During bear market, Campbell Soup is likely to outperform the market.
3 Months Beta |Analyze Campbell Soup Demand Trend
Check current 30 days Campbell Soup correlation with market (DOW)
β = -0.1622

Campbell Soup Central Daily Price Deviation

Campbell Soup Technical Analysis

Transformation
The output start index for this execution was zero with a total number of output elements of sixty-one. Campbell Soup 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.

Campbell Soup Projected Return Density Against Market

Considering 30-days investment horizon, Campbell Soup Company has beta of -0.1622 . This suggests as returns on benchmark increase, returns on holding Campbell Soup are expected to decrease at a much smaller rate. During bear market, however, Campbell Soup Company is likely to outperform the market. Moreover, The company has an alpha of 0.0199 implying that it can potentially generate 0.0199% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
    
  Returns 
Considering 30-days investment horizon, the coefficient of variation of Campbell Soup is 13695.42. The daily returns are destributed with a variance of 0.96 and standard deviation of 0.98. The mean deviation of Campbell Soup Company is currently at 0.71. For similar time horizon, the selected benchmark (DOW) has volatility of 0.98
α
Alpha over DOW
=0.0199
β
Beta against DOW=0.16
σ
Overall volatility
=0.98
Ir
Information ratio =0.08

Campbell Soup Return Volatility

the company has volatility of 0.9821% on return distribution over 30 days investment horizon. the entity inherits 1.0138% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
    
  Timeline 

Campbell Soup Investment Opportunity

DOW has a standard deviation of returns of 1.01 and is 1.03 times more volatile than Campbell Soup Company. of all equities and portfolios are less risky than Campbell Soup. Compared to the overall equity markets, volatility of historical daily returns of Campbell Soup Company is lower than 8 () of all global equities and portfolios over the last 30 days. Use Campbell Soup Company to protect your portfolios against small markets fluctuations. The stock experiences unexpected downward movement. The market is reacting to new fundamentals. Check odds of Campbell Soup to be traded at $44.77 in 30 days. . As returns on market increase, returns on owning Campbell Soup are expected to decrease at a much smaller rate. During bear market, Campbell Soup is likely to outperform the market.

Campbell Soup correlation with market

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

Campbell Soup Current Risk Indicators

Campbell Soup Suggested Diversification Pairs

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