Comvex SA Financials

Comvex SA's systematic risk plays a vital role in portfolio allocation when considering its stock to be added to a well-diversified portfolio. Comvex SA volatility which cannot be eliminated through diversification, requires returns over the risk-free rate. Over the long run, a well-diversified portfolio provides returns that match its exposure to systematic risk. In this case, investors face a trade-off between expected returns and systematic risk and, therefore, can only reduce a portfolio's exposure to systematic risk by sacrificing expected returns on the portfolio.

The output start index for this execution was thirty-six with a total number of output elements of twenty-five. The Beta measures systematic risk based on how returns on Comvex SA correlated with the market. If Beta is less than 0 Comvex SA generally moves in the opposite direction as compared to the market. If Comvex SA Beta is about zero movement of price series is uncorrelated with the movement of the benchmark. if Beta is between zero and one Comvex SA is generally moves in the same direction as, but less than the movement of the market. For Beta = 1 movement of Comvex SA is generally in the same direction as the market. If Beta > 1 Comvex SA moves generally in the same direction as, but more than the movement of the benchmark.