NIO Risk Analysis And Volatility

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NIO -- USA Stock  


NIO is abnormally volatile given 3 months investment horizon. NIO has Sharpe Ratio of 0.156 which conveys that the firm had 0.156% of return per unit of volatility over the last 3 months. Our approach towards estimating risk of a stock is to use both market data as well as company specific technical data. We found twenty-seven different technical indicators which can help you to evaluate if expected returns of 1.47% are justified by taking the suggested risk. Use NIO Mean Deviation of 5.87 and Risk Adjusted Performance of 0.1768 to evaluate company specific risk that cannot be diversified away.
Interest Expense

90 Days Market Risk

Abnormally volatile

Chance of Distress


90 Days Economic Sensitivity

Very regressive towards market

NIO Market Sensitivity

As returns on market increase, returns on owning NIO are expected to decrease by larger amounts. On the other hand, during market turmoil, NIO is expected to significantly outperform it.
3 Months Beta |Analyze NIO Demand Trend
Check current 30 days NIO correlation with market (DOW)
β = -1.5261

NIO Central Daily Price Deviation

NIO Technical Analysis

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

NIO Projected Return Density Against Market

Considering 30-days investment horizon, NIO has beta of -1.5261 indicating as returns on its benchmark rise, returns on holding NIO are expected to decrease by similarly larger amounts. On the other hand, during market turmoils, NIO is expected to outperform its benchmark. In addition to that, The company has an alpha of 1.5059 implying that it can potentially generate 1.5059% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
Considering 30-days investment horizon, the coefficient of variation of NIO is 641.14. The daily returns are destributed with a variance of 88.78 and standard deviation of 9.42. The mean deviation of NIO is currently at 5.81. For similar time horizon, the selected benchmark (DOW) has volatility of 0.98
Alpha over DOW
Beta against DOW=1.53
Overall volatility
Information ratio =0.18

NIO Return Volatility

the corporation has volatility of 9.4223% on return distribution over 30 days investment horizon. the entity inherits 1.0326% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 

NIO Investment Opportunity

NIO has a volatility of 9.42 and is 9.15 times more volatile than DOW. 84  of all equities and portfolios are less risky than NIO. Compared to the overall equity markets, volatility of historical daily returns of NIO is higher than 84 () of all global equities and portfolios over the last 30 days. Use NIO to protect your portfolios against small markets fluctuations. The stock experiences somewhat bearish sentiment, but market may correct it shortly. Check odds of NIO to be traded at $4.19 in 30 days. . As returns on market increase, returns on owning NIO are expected to decrease by larger amounts. On the other hand, during market turmoil, NIO is expected to significantly outperform it.

NIO correlation with market

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

NIO Current Risk Indicators

NIO Suggested Diversification Pairs

Additionally, see Stocks Correlation. Please also try Competition Analyzer module to analyze and compare many basic indicators for a group of related or unrelated entities.
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