Clear Media Risk Analysis And Volatility

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CRMLF -- USA Stock  

USD 0.45  0.00  0.00%

Macroaxis considers Clear Media to be abnormally volatile. Clear Media Ltd secures Sharpe Ratio (or Efficiency) of -0.127 which signifies that the organization had -0.127% of return per unit of standard deviation over the last 3 months. Macroaxis philosophy in foreseeing risk of any stock is to look at both systematic and un-systematic factors of the business, including all available market data and technical indicators. Clear Media Ltd exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to confirm Clear Media Ltd Risk Adjusted Performance of (0.05) and Mean Deviation of 0.1865 to double-check risk estimate we provide.

90 Days Market Risk

Abnormally volatile

Chance of Distress

Close to average

90 Days Economic Sensitivity

Barely shadows market
Horizon     30 Days    Login   to change

Clear Media Market Sensitivity

As returns on market increase, Clear Media returns are expected to increase less than the market. However during bear market, the loss on holding Clear Media will be expected to be smaller as well.
3 Months Beta |Analyze Clear Media Ltd Demand Trend
Check current 30 days Clear Media correlation with market (DOW)
β = 0.0677

Clear Media Central Daily Price Deviation

Clear Media Ltd Technical Analysis

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

Clear Media Projected Return Density Against Market

Assuming 30 trading days horizon, Clear Media has beta of 0.0677 . This suggests as returns on market go up, Clear Media average returns are expected to increase less than the benchmark. However during bear market, the loss on holding Clear Media Ltd 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. Clear Media Ltd is significantly underperforming DOW.
 Predicted Return Density 
    
  Returns 
Assuming 30 trading days horizon, the coefficient of variation of Clear Media is -787.4. The daily returns are destributed with a variance of 0.63 and standard deviation of 0.79. The mean deviation of Clear Media Ltd is currently at 0.2. For similar time horizon, the selected benchmark (DOW) has volatility of 0.47
α
Alpha over DOW
=0.11
β
Beta against DOW=0.07
σ
Overall volatility
=0.79
Ir
Information ratio =0.31

Clear Media Return Volatility

the firm shows 0.7938% volatility of returns over 30 trading days. the entity inherits 0.4699% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
    
  Timeline 

Clear Media Investment Opportunity

Clear Media Ltd has a volatility of 0.79 and is 1.68 times more volatile than DOW. of all equities and portfolios are less risky than Clear Media. Compared to the overall equity markets, volatility of historical daily returns of Clear Media Ltd is lower than 7 () of all global equities and portfolios over the last 30 days. Use Clear Media Ltd to protect your portfolios against small markets fluctuations. The otc stock experiences normal downward fluctuation but is a risky buy. Check odds of Clear Media to be traded at $0.4455 in 30 days. . As returns on market increase, Clear Media returns are expected to increase less than the market. However during bear market, the loss on holding Clear Media will be expected to be smaller as well.

Clear Media correlation with market

correlation synergy
Significant diversification
Overlapping area represents the amount of risk that can be diversified away by holding Clear Media Ltd and equity matching DJI index in the same portfolio.

Clear Media Current Risk Indicators

Clear Media Suggested Diversification Pairs

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