Syndicate risk analysis

Use Syndicate Bank Limited (#INE667A01018IN) 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, the stock has beta cooficient of 1.56 . This entails as the benchmark fluctuates upward, the company is expected to outperform it on average. However, if the benchmark returns are expected to be negative, Syndicate will likely underperform. In addition to that, Syndicate Bank Limited has alpha of 1.56 implying that it can potentially generate 1.56% excess return over S&P 500 after adjusting for the inherited market risk (beta).Assuming 30 trading days horizon, the coefficient of variation of Syndicate is 1255.91. The daily returns are destributed with a variance of 8.56 and standard deviation of 2.93. The mean deviation of Syndicate Bank Limited is currently at 1.88. For similar time horizon, the selected benchmark (S&P 500) has volatility of 0.57

	(alpha)	=	1.56	Details
	(beta)	=	1.56	Details
	(volatility)	=	2.92	Details

Actual Return Volatility

Syndicate Bank Limited accepts 2.92% volatility on return distribution over the 30 days horizon. S&P 500 shows 0.57% volatility of returns over 30 trading days.