Agro Tech (India) Risk Analysis And Volatility Evaluation

ATFL -- India Stock  

INR 569.25  21.15  3.58%

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 Agro Tech Foods Limited which you can use to evaluate future volatility of the firm. Please confirm Agro Tech Foods Risk Adjusted Performance of 0.12 and Mean Deviation of 0.7371 to double-check if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

Agro Tech Market Sensitivity

As returns on market increase, returns on owning Agro Tech are expected to decrease at a much smaller rate. During bear market, Agro Tech is likely to outperform the market.
One Month Beta |Analyze Agro Tech Foods Demand Trend
Check current 30 days Agro Tech correlation with market (DOW)
β = -0.3266

Agro Tech Central Daily Price Deviation

Agro Tech Foods Technical Analysis

Transformation
We are not able to run technical analysis function on this symbol. We either do not have that equity or its historical data is not available at this time. Please try again later.

Agro Tech Projected Return Density Against Market

Assuming 30 trading days horizon, Agro Tech Foods Limited has beta of -0.3266 . This suggests as returns on benchmark increase, returns on holding Agro Tech are expected to decrease at a much smaller rate. During bear market, however, Agro Tech Foods Limited is likely to outperform the market. Additionally, Agro Tech Foods Limited has a negative alpha implying that the risk taken by holding this equity is not justified. The company is significantly underperforming DOW
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.15
β
Beta against DOW=0.33
σ
Overall volatility
=0.00
Ir
Information ratio =0.04

Agro Tech Return Volatility

Agro Tech Foods Limited accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.1955% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Agro Tech Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity

Insignificant

Investment Outlook

Agro Tech Investment Opportunity

DOW has a standard deviation of returns of 1.2 and is 9.223372036854776E16 times more volatile than Agro Tech Foods Limited. 0% of all equities and portfolios are less risky than Agro Tech. Compared to the overall equity markets, volatility of historical daily returns of Agro Tech Foods Limited is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use Agro Tech Foods Limited to protect against small markets fluctuations. The stock experiences unexpected downward movement. The market is reacting to new fundamentals. Check odds of Agro Tech to be traded at 546.48 in 30 days. As returns on market increase, returns on owning Agro Tech are expected to decrease at a much smaller rate. During bear market, Agro Tech is likely to outperform the market.

Agro Tech correlation with market

correlation synergy
Very good diversification
Overlapping area represents the amount of risk that can be diversified away by holding Agro Tech Foods Limited and equity matching DJI index in the same portfolio.

Agro Tech Volatility Indicators

Agro Tech Foods Limited Current Risk Indicators

Check also Trending Equities. Please also try Fundamentals Matrix module to view fundamentals matrix and analyze how accounts are interrelated and interconnected with each other.
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