Alka Securities (India) Risk Analysis And Volatility

ALKASEC -- India Stock  

INR 0.25  0.00  0.00%

Our philosophy towards foreseeing 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 Alka Securities Ltd which you can use to evaluate future volatility of the firm. Please confirm Alka Securities to double-check if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

Alka Securities Technical Analysis

Transformation
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Alka Securities Projected Return Density Against Market

Assuming 30 trading days horizon, Alka Securities has beta of 0.0 . This suggests the returns on DOW and Alka Securities 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 
Assuming 30 trading days horizon, the coefficient of variation of Alka Securities is 0.0. The daily returns are destributed with a variance of 0.0 and standard deviation of 0.0. The mean deviation of Alka Securities Ltd is currently at 0.0. For similar time horizon, the selected benchmark (DOW) has volatility of 1.79
α
Alpha over DOW
=0.00
β
Beta against DOW=0.00
σ
Overall volatility
=0.00
Ir
Information ratio =0.00

Alka Securities Return Volatility

the company accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 1.9256% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Alka Securities Volatility Factors

60 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

60 Days Economic Sensitivity

Insignificant

Investment Outlook

Alka Securities Investment Opportunity

DOW has a standard deviation of returns of 1.93 and is 9.223372036854776E16 times more volatile than Alka Securities Ltd. 0% of all equities and portfolios are less risky than Alka Securities. Compared to the overall equity markets, volatility of historical daily returns of Alka Securities Ltd is lower than 0 (%) of all global equities and portfolios over the last 30 days.

Alka Securities Volatility Indicators

Alka Securities Ltd Current Risk Indicators

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