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MAHANAGAR TELEPHONE (India) Risk Analysis And Volatility

MA
Our approach towards estimating volatility of a stock is to use all available market data together with stock specific technical indicators that cannot be diversified away. We have found twenty-one technical indicators for MAHANAGAR TELEPHONE which you can use to evaluate future volatility of the entity. Please verify MAHANAGAR TELEPHONE NIGAM LTD to check out if risk estimate we provide are consistent with the epected return of 0.0%.
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MAHANAGAR TELEPHONE Technical Analysis

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MAHANAGAR TELEPHONE Projected Return Density Against Market

Assuming 30 trading days horizon, MAHANAGAR TELEPHONE has beta of 0.0 . This suggests the returns on DOW and MAHANAGAR TELEPHONE do not appear to be sensitive. Furthermore, It does not look like the company alpha can have any bearing on the equity current valuation.
 Predicted Return Density 
    
  Returns 
α
Alpha over DOW
=0.00
β
Beta against DOW=0.00
σ
Overall volatility
=0.00
Ir
Information ratio =0.00

MAHANAGAR TELEPHONE Return Volatility

the company accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 0.8966% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
    
  Timeline 

MAHANAGAR TELEPHONE Investment Opportunity

DOW has a standard deviation of returns of 0.9 and is 9.223372036854776E16 times more volatile than MAHANAGAR TELEPHONE NIGAM LTD. of all equities and portfolios are less risky than MAHANAGAR TELEPHONE. Compared to the overall equity markets, volatility of historical daily returns of MAHANAGAR TELEPHONE NIGAM LTD is lower than 0 () of all global equities and portfolios over the last 30 days.

MAHANAGAR TELEPHONE Current Risk Indicators

MAHANAGAR TELEPHONE Suggested Diversification Pairs

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