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ASHIMA (India) Risk Analysis And Volatility

ASH
Our approach 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 ASHIMA which you can use to evaluate future volatility of the firm. Please confirm ASHIMA to double-check if risk estimate we provide are consistent with the epected return of 0.0%.

ASHIMA Technical Analysis

Transformation
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ASHIMA Projected Return Density Against Market

Assuming 30 trading days horizon, ASHIMA has beta of 0.0 . This suggests the returns on DOW and ASHIMA do not appear to be sensible. Furthermore, It does not look like the company alpha can have any bearing on the equity current valuation.
Assuming 30 trading days horizon, the coefficient of variation of ASHIMA is 0.0. The daily returns are destributed with a variance of 0.0 and standard deviation of 0.0. The mean deviation of ASHIMA is currently at 0.0. For similar time horizon, the selected benchmark (DOW) has volatility of 0.79
α
Alpha over DOW
=0.00
β
Beta against DOW=0.00
σ
Overall volatility
=0.00
Ir
Information ratio =0.00

ASHIMA Return Volatility

the enterprise accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 0.8024% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
    
  Timeline 

ASHIMA Investment Opportunity

DOW has a standard deviation of returns of 0.8 and is 9.223372036854776E16 times more volatile than ASHIMA. of all equities and portfolios are less risky than ASHIMA. Compared to the overall equity markets, volatility of historical daily returns of ASHIMA is lower than 0 () of all global equities and portfolios over the last 30 days.

ASHIMA Current Risk Indicators

ASHIMA Suggested Diversification Pairs

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