ATN International (India) Risk Analysis And Volatility Evaluation

ATNINTER -- India Stock  

INR 0.30  0.00  0.00%

ATN International is unknown risk given 1 month investment horizon. ATN International secures Sharpe Ratio (or Efficiency) of 0.3505 which signifies that ATN International had 0.3505% of return per unit of return volatility over the last 1 month. Our way of foreseeing volatility of a stock is to use ATN International 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 11.2946% are justified by taking the suggested risk. Use ATN International Risk Adjusted Performance of 0.45 and Mean Deviation of 8.51 to evaluate company specific risk that cannot be diversified away.
Horizon     30 Days    Login   to change

ATN International Market Sensitivity

As market goes up, the company is expected to significantly outperform it. However, if the market returns are negative, ATN International will likely underperform.
One Month Beta |Analyze ATN International Demand Trend
Check current 30 days ATN International correlation with market (DOW)
β = 1.3566

ATN International Central Daily Price Deviation

ATN International Technical Analysis

Transformation
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ATN International Projected Return Density Against Market

Assuming 30 trading days horizon, the stock has beta coefficient of 1.3566 . This suggests as the benchmark fluctuates upward, the company is expected to outperform it on average. However, if the benchmark returns are expected to be negative, ATN International will likely underperform. Additionally, ATN International 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 
Assuming 30 trading days horizon, the coefficient of variation of ATN International is 285.31. The daily returns are destributed with a variance of 1038.46 and standard deviation of 32.23. The mean deviation of ATN International Limited is currently at 22.15. For similar time horizon, the selected benchmark (DOW) has volatility of 1.24
α
Alpha over DOW
=4.83
β
Beta against DOW=1.36
σ
Overall volatility
=32.23
Ir
Information ratio =0.37

ATN International Return Volatility

ATN International Limited accepts 32.2251% volatility on return distribution over the 30 days horizon. DOW inherits 1.2677% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

ATN International Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity

Insignificant

Investment Outlook

ATN International Investment Opportunity

ATN International Limited has a volatility of 32.23 and is 25.38 times more volatile than DOW. 96% of all equities and portfolios are less risky than ATN International. Compared to the overall equity markets, volatility of historical daily returns of ATN International Limited is higher than 96 (%) of all global equities and portfolios over the last 30 days. Use ATN International Limited to protect 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 ATN International to be traded at 0.297 in 30 days. As market goes up, the company is expected to significantly outperform it. However, if the market returns are negative, ATN International will likely underperform.

ATN International correlation with market

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

ATN International Volatility Indicators

ATN International Limited Current Risk Indicators

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