Kaushalya risk analysis

Use Kaushalya Infrastructure Development Corporation Limited (#EQKAUSHALYAIN) risk analysis together with your other stock asset holdings to protect against small markets fluctuations as well as to check it against diversification policy that fits your risk preferences.  Optimize Portfolio

Projected Return Density against Market

Assuming 30 trading days horizon, Kaushalya Infrastructure Development Corporation Limited has beta of -0.5 indicating as returns on benchmark increase, returns on holding Kaushalya are expected to decrease at a much smaller rate. During bear market, however, Kaushalya Infrastructure Development Corporation Limited is likely to outperform the market. Additionally, Kaushalya Infrastructure Development Corporation Limited has negative alpha implying that risk taken by holding this securing is not justified. The company is significantly underperforming S&P 500Assuming 30 trading days horizon, the coefficient of variation of Kaushalya is -721.93. The daily returns are destributed with a variance of 30.38 and standard deviation of 5.51. The mean deviation of Kaushalya Infrastructure Development Corporation Limited is currently at 3.46. For similar time horizon, the selected benchmark (S&P 500) has volatility of 0.54

	(alpha)	=	(0.50)	Details
	(beta)	=	(0.50)	Details
	(volatility)	=	5.51	Details

Actual Return Volatility

Kaushalya Infrastructure Development Corporation Limited accepts 5.51% volatility on return distribution over the 30 days horizon. S&P 500 shows 0.54% volatility of returns over 30 trading days.