BSE (India) Risk Analysis And Volatility

BSESN -- India Index  

 41,425  520.18  1.24%

BSE secures Sharpe Ratio (or Efficiency) of 0.1651 which signifies that the index had 0.1651% of return per unit of risk over the last 3 months. Our approach towards foreseeing volatility of an index is to use all available market data together with index specific technical indicators that cannot be diversified away. We have found twenty-eight technical indicators for BSE which you can use to evaluate future volatility of the entity.
Horizon     30 Days    Login   to change

BSE Technical Analysis

The output start index for this execution was zero with a total number of output elements of sixty-one. BSE 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.

BSE Projected Return Density Against Market

 Predicted Return Density 

BSE Investment Opportunity

BSE has a volatility of 0.71 and is 1.51 times more volatile than DOW. of all equities and portfolios are less risky than BSE. Compared to the overall equity markets, volatility of historical daily returns of BSE is lower than 6 () of all global equities and portfolios over the last 30 days. Use BSE to protect your portfolios against small markets fluctuations. The index experiences somewhat bearish sentiment, but market may correct it shortly. Check odds of BSE to be traded at 40182.43 in 30 days. . The returns on DOW and BSE are completely uncorrelated.

BSE Current Risk Indicators

BSE Suggested Diversification Pairs

See also Your Current Watchlist. Please also try Chance of Distress module to get analysis of equity chance of financial distress in the next 2 years.
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