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500290 Risk Analysis And Volatility

MRF
Our philosophy in 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 MRF LTD which you can use to evaluate future volatility of the firm. Please verify MRF LTD to check out if risk estimate we provide are consistent with the epected return of 0.0%.
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MRF LTD Technical Analysis

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MRF LTD Projected Return Density Against Market

Assuming 30 trading days horizon, MRF LTD has beta of 0.0 . This suggests the returns on DOW and MRF LTD 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

MRF LTD Return Volatility

the company accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 1.0326% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
    
  Timeline 

MRF LTD Investment Opportunity

DOW has a standard deviation of returns of 1.03 and is 9.223372036854776E16 times more volatile than MRF LTD. of all equities and portfolios are less risky than MRF LTD. Compared to the overall equity markets, volatility of historical daily returns of MRF LTD is lower than 0 () of all global equities and portfolios over the last 30 days.

MRF LTD Current Risk Indicators

MRF LTD Suggested Diversification Pairs

Check out Trending Equities. Please also try Efficient Frontier module to plot and analyze your portfolio and positions against risk-return landscape of the market..
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