Bharat Immunologicals (India) Risk Analysis And Volatility

BIBCL -- India Stock  

INR 11.47  0.14  0.01%

Macroaxis considers Bharat Immunologicals to be relatively volatile. Bharat Immunologicals secures Sharpe Ratio (or Efficiency) of -0.0818 which signifies that the organization had -0.0818% of return per unit of standard deviation over the last 2 months. Macroaxis philosophy in 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 Biologicals Corp Ltd 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 Risk Adjusted Performance of (0.27) and Mean Deviation of 1.89 to double-check risk estimate we provide.
Horizon     30 Days    Login   to change

Bharat Immunologicals Market Sensitivity

As returns on market increase, Bharat Immunologicals returns are expected to increase less than the market. However during bear market, the loss on holding Bharat Immunologicals will be expected to be smaller as well.
2 Months Beta |Analyze Bharat Immunologicals Demand Trend
Check current 30 days Bharat Immunologicals correlation with market (DOW)
β = 0.0699

Bharat Immunologicals Central Daily Price Deviation

Bharat Immunologicals Technical Analysis

Transformation
The output start index for this execution was zero with a total number of output elements of thirty-nine. Bharat Immunologicals 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.

Bharat Immunologicals Projected Return Density Against Market

Assuming 30 trading days horizon, Bharat Immunologicals has beta of 0.0699 . This suggests as returns on market go up, Bharat Immunologicals average returns are expected to increase less than the benchmark. However during bear market, the loss on holding Bharat Immunologicals Biologicals Corp Ltd will be expected to be much smaller as well. 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 -1222.62. The daily returns are destributed with a variance of 7.72 and standard deviation of 2.78. The mean deviation of Bharat Immunologicals Biologicals Corp Ltd is currently at 1.8. For similar time horizon, the selected benchmark (DOW) has volatility of 1.94
α
Alpha over DOW
=0.4
β
Beta against DOW=0.07
σ
Overall volatility
=2.78
Ir
Information ratio =0.12

Bharat Immunologicals Return Volatility

the company accepts 2.778% volatility on return distribution over the 30 days horizon. the entity inherits 1.9737% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Bharat Immunologicals Volatility Factors

60 Days Market Risk

Relatively volatile

Chance of Distress in 24 months

Close to average

60 Days Economic Sensitivity

Barely shadows market

Investment Outlook

Bharat Immunologicals Investment Opportunity

Bharat Immunologicals Biologicals Corp Ltd has a volatility of 2.78 and is 1.41 times more volatile than DOW. 25% 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 Biologicals Corp Ltd is lower than 25 (%) of all global equities and portfolios over the last 30 days. Use Bharat Immunologicals Biologicals Corp Ltd to protect your portfolios against small markets fluctuations. The stock experiences normal downward trend and little activity. Check odds of Bharat Immunologicals to be traded at 11.36 in 30 days. . As returns on market increase, Bharat Immunologicals returns are expected to increase less than the market. However during bear market, the loss on holding Bharat Immunologicals will be expected to be smaller as well.

Bharat Immunologicals correlation with market

correlation synergy
Significant diversification
Overlapping area represents the amount of risk that can be diversified away by holding Bharat Immunologicals Biologic and equity matching DJI index in the same portfolio.

Bharat Immunologicals Volatility Indicators

Bharat Immunologicals Biologicals Corp Ltd Current Risk Indicators

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