NIO Risk Analysis And Volatility

NIO -- USA Stock  

USD 3.21  0.18  5.94%

Macroaxis considers NIO extremely dangerous given 3 months investment horizon. NIO has Sharpe Ratio of 0.0579 which conveys that the firm had 0.0579% of return per unit of volatility over the last 3 months. Our approach towards estimating volatility of a stock is to use all available market data together with stock specific technical indicators that cannot be diversified away. We have found twenty-one technical indicators for NIO which you can use to evaluate future volatility of the firm. Please exercise NIO Risk Adjusted Performance of 0.0915 and Mean Deviation of 3.34 to check out if our risk estimates are consistent with your expectations.

90 Days Market Risk

Extremely Dangerous

Chance of Distress in 24 months

90 Days Economic Sensitivity

Slowly supersedes market
Horizon     30 Days    Login   to change

NIO Market Sensitivity

As returns on market increase, NIO returns are expected to increase less than the market. However during bear market, the loss on holding NIO will be expected to be smaller as well.
3 Months Beta |Analyze NIO Demand Trend
Check current 30 days NIO correlation with market (DOW)
β = 0.439

NIO Central Daily Price Deviation

NIO Technical Analysis

Transformation
The output start index for this execution was zero with a total number of output elements of sixty-one. NIO Typical Price indicator is an average of each day price and can be used instead of closing price when creating different NIO moving average lines. View also all equity analysis or get more info about typical price price transform indicator.

NIO Projected Return Density Against Market

Considering 30-days investment horizon, NIO has beta of 0.439 indicating as returns on market go up, NIO average returns are expected to increase less than the benchmark. However during bear market, the loss on holding NIO will be expected to be much smaller as well. Moreover, The company has an alpha of 0.3892 implying that it can potentially generate 0.3892% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
Considering 30-days investment horizon, the coefficient of variation of NIO is 1726.49. The daily returns are destributed with a variance of 18.11 and standard deviation of 4.26. The mean deviation of NIO is currently at 3.26. For similar time horizon, the selected benchmark (DOW) has volatility of 0.88
α
Alpha over DOW
=0.39
β
Beta against DOW=0.44
σ
Overall volatility
=4.26
Ir
Information ratio =0.09

NIO Return Volatility

the corporation has volatility of 4.2558% on return distribution over 30 days investment horizon. the entity inherits 0.9157% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

NIO Investment Opportunity

NIO has a volatility of 4.26 and is 4.63 times more volatile than DOW. 38% of all equities and portfolios are less risky than NIO. Compared to the overall equity markets, volatility of historical daily returns of NIO is lower than 38 (%) of all global equities and portfolios over the last 30 days. Use NIO to enhance returns of your portfolios. The stock experiences very speculative upward sentiment. . Check odds of NIO to be traded at $4.01 in 30 days. . As returns on market increase, NIO returns are expected to increase less than the market. However during bear market, the loss on holding NIO will be expected to be smaller as well.

NIO correlation with market

correlation synergy
Significant 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

Please see also Stocks Correlation. Please also try Portfolio Optimization module to compute new portfolio that will generate highest expected return given your specified tolerance for risk.
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