BHARAT IMMUNOLOGICALS (India) Risk Analysis And Volatility

BIBCL -- India Stock  

INR 6.50  0.80  10.96%

Macroaxis considers BHARAT IMMUNOLOGICALS to be very risky. BHARAT IMMUNOLOGICALS retains Efficiency (Sharpe Ratio) of -0.0302 which signifies that the organization had -0.0302% of return per unit of risk over the last 2 months. Macroaxis approach to foreseeing 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. BHARAT IMMUNOLOGICALS exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to confirm BHARAT IMMUNOLOGICALS BIOLOG Market Risk Adjusted Performance of (0.21) and Coefficient Of Variation of (1,406) to double-check risk estimate we provide.

60 Days Market Risk

Very risky

Chance of Distress in 24 months

Average

60 Days Economic Sensitivity

Actively responds to market
Horizon     30 Days    Login   to change

BHARAT IMMUNOLOGICALS Market Sensitivity

As market goes up, the company is expected to significantly outperform it. However, if the market returns are negative, BHARAT IMMUNOLOGICALS will likely underperform.
2 Months Beta |Analyze BHARAT IMMUNOLOGICALS Demand Trend
Check current 30 days BHARAT IMMUNOLOGICALS correlation with market (DOW)
β = 1.609

BHARAT IMMUNOLOGICALS Central Daily Price Deviation

BHARAT IMMUNOLOGICALS Technical Analysis

Transformation
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BHARAT IMMUNOLOGICALS Projected Return Density Against Market

Assuming 30 trading days horizon, the stock has beta coefficient of 1.609 . This suggests as the benchmark fluctuates upward, the company is expected to outperform it on average . However, if the benchmark returns are expected to be negative, BHARAT IMMUNOLOGICALS will likely underperform. Additionally, The company has a negative alpha implying that the risk taken by holding this equity is not justified. BHARAT IMMUNOLOGICALS is significantly underperforming DOW.
 Predicted Return Density 
      Returns 
Assuming 30 trading days horizon, the coefficient of variation of BHARAT IMMUNOLOGICALS is -3305.82. The daily returns are destributed with a variance of 18.82 and standard deviation of 4.34. The mean deviation of BHARAT IMMUNOLOGICALS BIOLOG is currently at 3.02. For similar time horizon, the selected benchmark (DOW) has volatility of 0.92
α
Alpha over DOW
=0.27
β
Beta against DOW=1.61
σ
Overall volatility
=4.34
Ir
Information ratio =0.06

BHARAT IMMUNOLOGICALS Return Volatility

the company accepts 4.3387% volatility on return distribution over the 30 days horizon. the entity inherits 0.9282% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

BHARAT IMMUNOLOGICALS Investment Opportunity

BHARAT IMMUNOLOGICALS BIOLOG has a volatility of 4.34 and is 4.67 times more volatile than DOW. 38% of all equities and portfolios are less risky than BHARAT IMMUNOLOGICALS. Compared to the overall equity markets, volatility of historical daily returns of BHARAT IMMUNOLOGICALS BIOLOG is lower than 38 (%) of all global equities and portfolios over the last 30 days. Use BHARAT IMMUNOLOGICALS BIOLOG to protect your portfolios against small markets fluctuations. The stock experiences very speculative upward sentiment. Check odds of BHARAT IMMUNOLOGICALS to be traded at 6.18 in 30 days. . As market goes up, the company is expected to significantly outperform it. However, if the market returns are negative, BHARAT IMMUNOLOGICALS will likely underperform.

BHARAT IMMUNOLOGICALS correlation with market

correlation synergy
Weak diversification
Overlapping area represents the amount of risk that can be diversified away by holding BHARAT IMMUNOLOGICALS BIOLOG and equity matching DJI index in the same portfolio.

BHARAT IMMUNOLOGICALS Current Risk Indicators

BHARAT IMMUNOLOGICALS Suggested Diversification Pairs

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