GM Volatility

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GM -- USA Stock  

Potential Growth

Macroaxis considers GM to be slightly risky. General Motors holds Efficiency (Sharpe) Ratio of -0.0752, which attests that the entity had -0.0752% of return per unit of risk over the last 3 months. Macroaxis philosophy towards determining 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. General Motors exposes twenty-one different technical indicators, which can help you to evaluate volatility that cannot be diversified away. Please be advised to check out GM Risk Adjusted Performance of (0.34) and Market Risk Adjusted Performance of (0.43) to validate the risk estimate we provide.
View Volatility For
GM 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 GM daily returns, and it is calculated using variance and standard deviation. We also use GM's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of GM volatility.
Interest Expense

90 Days Market Risk

Slightly risky

Chance of Distress


90 Days Economic Sensitivity

Almost mirrors market

GM Market Sensitivity

GM returns are very sensitive to returns on the market. As market goes up or down, GM is expected to follow.
3 Months Beta |Analyze General Motors Demand Trend
Check current 30 days GM correlation with market (DOW)
β = 1.1062

GM Central Daily Price Deviation

General Motors Technical Analysis

The output start index for this execution was zero with a total number of output elements of sixty-one. General Motors 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.

GM Projected Return Density Against Market

Allowing for the 30-days total investment horizon, the stock has beta coefficient of 1.1062 . This indicates General Motors Company market returns are highly reactive to returns on the market. As the market goes up or down, GM is expected to follow. Additionally, The company has a negative alpha implying that the risk taken by holding this equity is not justified. General Motors is significantly underperforming DOW.
 Predicted Return Density 
Allowing for the 30-days total investment horizon, the coefficient of variation of GM is -1329.07. The daily returns are destributed with a variance of 32.62 and standard deviation of 5.71. The mean deviation of General Motors Company is currently at 3.76. For similar time horizon, the selected benchmark (DOW) has volatility of 4.01
Alpha over DOW
Beta against DOW=1.11
Overall volatility
Information ratio =0.04

GM Return Volatility

the business accepts 5.7112% volatility on return distribution over the 30 days horizon. the entity inherits 4.0176% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 

GM Investment Opportunity

General Motors Company has a volatility of 5.71 and is 1.42 times more volatile than DOW. 51  of all equities and portfolios are less risky than GM. Compared to the overall equity markets, volatility of historical daily returns of General Motors Company is higher than 51 () of all global equities and portfolios over the last 30 days. Use General Motors Company to protect your portfolios against small markets fluctuations. The stock experiences very speculative upward sentiment. Check odds of GM to be traded at $20.24 in 30 days. . GM returns are very sensitive to returns on the market. As market goes up or down, GM is expected to follow.

GM correlation with market

correlation synergy
Very poor diversification
Overlapping area represents the amount of risk that can be diversified away by holding General Motors Company and equity matching DJI index in the same portfolio.

GM Current Risk Indicators

GM Suggested Diversification Pairs

Please check Risk vs Return Analysis. Please also try Idea Breakdown module to analyze constituents of all macroaxis ideas. macroaxis investment ideas are predefined, sector-focused investing themes.
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