>

EverQuote Volatility

<div class='circular--portrait' style='background:#2A0CD0;color: white;font-size:4em;padding-top: 25px;;'>EV</div>
EVER -- USA Stock  

Earning Report: May 4, 2020  

EverQuote is very risky given 3 months investment horizon. EverQuote secures Sharpe Ratio (or Efficiency) of 0.0762, which denotes the organization had 0.0762% of return per unit of risk over the last 3 months. Our philosophy towards predicting risk of a stock is to use both market data as well as company specific technical data. We found twenty-eight different technical indicators, which can help you to evaluate if expected returns of 1.78% are justified by taking the suggested risk. Use EverQuote Mean Deviation of 10.51, Coefficient Of Variation of 1320.08 and Downside Deviation of 17.3 to evaluate company specific risk that cannot be diversified away.
View Volatility For
Refresh
EverQuote Stock volatility depicts how high the prices fluctuate around the mean (or its average) price. In other words, it is a statistical measure of the distribution of EverQuote daily returns, and it is calculated using variance and standard deviation. We also use EverQuote's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of EverQuote volatility.
Interest Expense

90 Days Market Risk

Very risky

Chance of Distress

Average

90 Days Economic Sensitivity

Moves slightly opposite to market

EverQuote Market Sensitivity

As returns on market increase, returns on owning EverQuote are expected to decrease at a much smaller rate. During bear market, EverQuote is likely to outperform the market.
3 Months Beta |Analyze EverQuote Demand Trend
Check current 30 days EverQuote correlation with market (DOW)
β = -0.6087

EverQuote Central Daily Price Deviation

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

EverQuote Projected Return Density Against Market

Given the investment horizon of 30 days, EverQuote has beta of -0.6087 suggesting as returns on benchmark increase, returns on holding EverQuote are expected to decrease at a much smaller rate. During bear market, however, EverQuote is likely to outperform the market. In addition to that, The company has an alpha of 1.5236 implying that it can potentially generate 1.5236% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
    
  Returns 
Given the investment horizon of 30 days, the coefficient of variation of EverQuote is 1311.63. The daily returns are destributed with a variance of 546.47 and standard deviation of 23.38. The mean deviation of EverQuote is currently at 10.65. For similar time horizon, the selected benchmark (DOW) has volatility of 3.81
α
Alpha over DOW
=1.52
β
Beta against DOW=0.61
σ
Overall volatility
=23.38
Ir
Information ratio =0.09

EverQuote Return Volatility

enterprise inherits 23.3767% risk (volatility on return distribution) over the 30 days horizon. the entity inherits 3.8175% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
    
  Timeline 

EverQuote Investment Opportunity

EverQuote has a volatility of 23.38 and is 6.12 times more volatile than DOW. 96  of all equities and portfolios are less risky than EverQuote. Compared to the overall equity markets, volatility of historical daily returns of EverQuote is higher than 96 () of all global equities and portfolios over the last 30 days. Use EverQuote to protect your portfolios against small markets fluctuations. The stock experiences very speculative upward sentiment. Check odds of EverQuote to be traded at $11.99 in 30 days. . As returns on market increase, returns on owning EverQuote are expected to decrease at a much smaller rate. During bear market, EverQuote is likely to outperform the market.

EverQuote correlation with market

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

EverQuote Current Risk Indicators

EverQuote Suggested Diversification Pairs

Continue to Investing Opportunities. Please also try Portfolio Rebalancing module to analyze risk-adjusted returns against different time horizons to find asset-allocation targets.
Company logos by clearbit
Macroaxis is not a registered investment advisor or broker/dealer. All investments, including stocks, funds, ETFs, or cryptocurrencies, are speculative and involve substantial risk of loss. We encourage our investors to invest carefully. Much of our information is derived directly from data published by companies or submitted to governmental agencies which we believe are reliable, but are without our independent verification. Therefore, we cannot assure you that the information is accurate or complete. We do not in any way warrant or guarantee the success of any action you take in reliance on our statements or recommendations. Also, note that past performance is not necessarily indicative of future results. All investments carry risk, and all investment decisions of an individual remain the responsibility of that individual. There is no guarantee that systems, indicators, or signals will result in profits or that they will not result in losses. All investors are advised to fully understand all risks associated with any investing they choose to do. Hypothetical or simulated performance is not indicative of future results. We make no representations or warranties that any investor will, or is likely to, achieve profits similar to those shown because hypothetical or simulated performance is not necessarily indicative of future results. For more information please visit our terms and condition page