Stock Risk Return Analyzer

Mova Risk Return Analyzer is a tool that calculates the key risk-return metrics of a stock

Mova Stock Market Risk-Return Analyzer helps investors evaluate the performance of their investments, or potential investment, by analyzing various risk and return metrics.

Evaluate the risk-return trade-off for a stock.

The application calculates the historical Beta, Alpha, Volatility and Sharpe Ratio of the selected S&P 500 stock over the available time period. It then calculates the same metrics on a 12-month rolling basis.

You can easily select another S&P 500 stock to compare its risk-return metrics.

See how better risk-return metrics can be used to improve your invetsment returns.

Run Mova Risk Return Analyzer. Select an S&P500 stock:

Select a stock from the same sector or from a different sector to compare performance.

Try it! It's easy. It's free. No signup or registration.

Why use a risk-return tool?

Many investors do not have sufficient data or do not have useful analysis tools for proper investment decisions::

Spreadsheets often are too simple, contain errors, and are difficult to maintain.
Investment metrics are often calculated incorrectly or applied incorrectly.
Market facts and sound analysis can provide more accuracy and certainty.

Benefits of a good stock risk-return analysis tool

Get more rigorous stock analysis, such as risk-adjusted performance, for making informed decisions.
Compare stock performance to other stocks and to the benchmark.
Learn about the risks and how they affect stock performance.
Plan to include better risk-return analysis in your investment decisions.

CAPM Risk-Return Metrics

The Capital Asset Pricing Model (CAPM) is a financial theory that describes the relationship between the expected return of an investment and its risk.

Beta: Measures the volatility of an asset relative to the market.

Alpha: Measures the excess return of an investment relative to the return predicted by the CAPM. It is an indicator of the manager's skill in selecting investments that outperform the market.

R-squared: Measures the proportion of the variance in the dependent variable (stock returns) that is predictable from the independent variable (market returns).

p-value: The probability value is a measure of the significance of the results. It quantifies the evidence against a null hypothesis, which typically states that there is no effect

Volatility: Measures the degree of variation (dispersion) of returns (relative change) of a security or market index. It reflects the risk and the predictability of price movements.

Sharpe Ratio: Measures the performance of an investment compared to a risk-free asset, after adjusting for its risk. It indicates how much excess return is received for the extra volatility endured by holding a riskier asset.

Why use Mova Risk Return Analyzer

Easy to use investment tool.

Shows the historical risk-return metrics and the 12-month rolling metrics.

Detailed charts show the level and trend of the metrics..

Shows threshold levels for favorable or unfavorable performance.