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BRAWN BIOTECH (India) Risk Analysis And Volatility

530
530207 -- India Stock  

INR 27.75  0.00  0.00%

BRAWN BIOTECH is moderately volatile given 3 months investment horizon. BRAWN BIOTECH LTD retains Efficiency (Sharpe Ratio) of 0.635 which signifies that the organization had 0.635% of return per unit of risk over the last 3 months. Our philosophy in foreseeing volatility of a stock is to use BRAWN BIOTECH LTD market data together with company specific technical indicators. We found twenty-one different technical indicators which can help you to evaluate if expected returns of 3.97% are justified by taking the suggested risk. Use BRAWN BIOTECH LTD Coefficient Of Variation of (2,208) and Market Risk Adjusted Performance of (0.49) to evaluate company specific risk that cannot be diversified away.

BRAWN BIOTECH Market Sensitivity

As returns on market increase, BRAWN BIOTECH returns are expected to increase less than the market. However during bear market, the loss on holding BRAWN BIOTECH will be expected to be smaller as well.
3 Months Beta |Analyze BRAWN BIOTECH LTD Demand Trend
Check current 30 days BRAWN BIOTECH correlation with market (DOW)
β = 0.6571

BRAWN BIOTECH Central Daily Price Deviation

BRAWN BIOTECH LTD Technical Analysis

Transformation
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BRAWN BIOTECH Projected Return Density Against Market

Assuming 30 trading days horizon, BRAWN BIOTECH has beta of 0.6571 . This suggests as returns on market go up, BRAWN BIOTECH average returns are expected to increase less than the benchmark. However during bear market, the loss on holding BRAWN BIOTECH LTD will be expected to be much smaller as well. Additionally, The company has a negative alpha implying that the risk taken by holding this equity is not justified. BRAWN BIOTECH LTD is significantly underperforming DOW.
 Predicted Return Density 
    
  Returns 
Assuming 30 trading days horizon, the coefficient of variation of BRAWN BIOTECH is 157.48. The daily returns are destributed with a variance of 39.14 and standard deviation of 6.26. The mean deviation of BRAWN BIOTECH LTD is currently at 5.05. For similar time horizon, the selected benchmark (DOW) has volatility of 0.78
α
Alpha over DOW
=0.38
β
Beta against DOW=0.66
σ
Overall volatility
=6.26
Ir
Information ratio =0.06

BRAWN BIOTECH Return Volatility

the company accepts 6.2561% volatility on return distribution over the 30 days horizon. the entity inherits 0.7938% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
    
  Timeline 

BRAWN BIOTECH Investment Opportunity

BRAWN BIOTECH LTD has a volatility of 6.26 and is 7.92 times more volatile than DOW. 56  of all equities and portfolios are less risky than BRAWN BIOTECH. Compared to the overall equity markets, volatility of historical daily returns of BRAWN BIOTECH LTD is higher than 56 () of all global equities and portfolios over the last 30 days. Use BRAWN BIOTECH LTD to protect your portfolios against small markets fluctuations. The stock experiences normal downward trend, but the immediate impact on correlations cannot be determined at the moment . Check odds of BRAWN BIOTECH to be traded at 27.47 in 30 days. . As returns on market increase, BRAWN BIOTECH returns are expected to increase less than the market. However during bear market, the loss on holding BRAWN BIOTECH will be expected to be smaller as well.

BRAWN BIOTECH correlation with market

correlation synergy
Average diversification
Overlapping area represents the amount of risk that can be diversified away by holding BRAWN BIOTECH LTD and equity matching DJI index in the same portfolio.

BRAWN BIOTECH Current Risk Indicators

BRAWN BIOTECH Suggested Diversification Pairs

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