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Spark Volatility

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LOV -- USA Stock  

USD 2.66  0.14  5.56%

Macroaxis considers Spark Networks to be dangerous. Spark Networks owns Efficiency Ratio (i.e. Sharpe Ratio) of -0.134, which indicates the firm had -0.134% of return per unit of risk over the last 3 months. Macroaxis philosophy towards measuring 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. Spark Networks exposes twenty-one different technical indicators, which can help you to evaluate volatility that cannot be diversified away. Please be advised to validate Spark Networks Coefficient Of Variation of (1,005) and Risk Adjusted Performance of (0.44) to confirm the risk estimate we provide.
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Spark Networks 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 Spark daily returns, and it is calculated using variance and standard deviation. We also use Spark's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of Spark Networks volatility.
Interest Expense

90 Days Market Risk

Dangerous

Chance of Distress

90 Days Economic Sensitivity

Barely shadows market

Spark Networks Market Sensitivity

As returns on market increase, Spark Networks returns are expected to increase less than the market. However, during bear market, the loss on holding Spark Networks will be expected to be smaller as well.
3 Months Beta |Analyze Spark Networks Demand Trend
Check current 30 days Spark Networks correlation with market (DOW)
β = 0.0308

Spark Networks Central Daily Price Deviation

Spark Networks Technical Analysis

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

Spark Networks Projected Return Density Against Market

Considering 30-days investment horizon, Spark Networks has beta of 0.0308 indicating as returns on market go up, Spark Networks average returns are expected to increase less than the benchmark. However during bear market, the loss on holding Spark Networks 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. Spark Networks is significantly underperforming DOW.
 Predicted Return Density 
    
  Returns 
Considering 30-days investment horizon, the coefficient of variation of Spark Networks is -746.02. The daily returns are destributed with a variance of 30.91 and standard deviation of 5.56. The mean deviation of Spark Networks is currently at 3.91. For similar time horizon, the selected benchmark (DOW) has volatility of 4.4
α
Alpha over DOW
=0.56
β
Beta against DOW=0.0308
σ
Overall volatility
=5.56
Ir
Information ratio =0.1

Spark Networks Return Volatility

the venture has volatility of 5.5595% on return distribution over 30 days investment horizon. the entity inherits 3.8125% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
    
  Timeline 

Spark Networks Investment Opportunity

Spark Networks has a volatility of 5.56 and is 1.46 times more volatile than DOW. 49  of all equities and portfolios are less risky than Spark Networks. Compared to the overall equity markets, volatility of historical daily returns of Spark Networks is lower than 49 () of all global equities and portfolios over the last 30 days. Use Spark Networks to enhance returns of your portfolios. The stock experiences very speculative upward sentiment. . Check odds of Spark Networks to be traded at $3.33 in 30 days. . As returns on market increase, Spark Networks returns are expected to increase less than the market. However, during bear market, the loss on holding Spark Networks will be expected to be smaller as well.

Spark Networks correlation with market

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

Spark Networks Current Risk Indicators

Spark Networks Suggested Diversification Pairs

Additionally, see Stocks Correlation. Please also try Portfolio Diagnostics module to use generated alerts and portfolio events aggregator to diagnose current holdings.
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