Avon Lifesciences (India) Risk Analysis And Volatility Evaluation

AVONORG -- India Stock  

null 7.80  0.20  2.50%

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 Avon Lifesciences Limited which you can use to evaluate future volatility of the firm. Please confirm Avon Lifesciences Limited Risk Adjusted Performance of 0.05 and Mean Deviation of 2.45 to double-check if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

Avon Lifesciences Market Sensitivity

As returns on market increase, returns on owning Avon Lifesciences are expected to decrease at a much smaller rate. During bear market, Avon Lifesciences is likely to outperform the market.
One Month Beta |Analyze Avon Lifesciences Limited Demand Trend
Check current 30 days Avon Lifesciences correlation with market (DOW)
β = -0.6264
Avon Lifesciences Almost negative betaAvon Lifesciences Limited Beta Legend

Avon Lifesciences Limited 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.

Avon Lifesciences Projected Return Density Against Market

Assuming 30 trading days horizon, Avon Lifesciences Limited has beta of -0.6264 . This suggests as returns on benchmark increase, returns on holding Avon Lifesciences are expected to decrease at a much smaller rate. During bear market, however, Avon Lifesciences Limited is likely to outperform the market. Additionally, Avon Lifesciences 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
=0.31
β
Beta against DOW=0.63
σ
Overall volatility
=0.00
Ir
Information ratio =0.19

Avon Lifesciences Return Volatility

Avon Lifesciences Limited accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 0.4168% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Avon Lifesciences Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity

Unaffected

Investment Outlook

Avon Lifesciences Investment Opportunity

DOW has a standard deviation of returns of 0.42 and is 9.223372036854776E16 times more volatile than Avon Lifesciences Limited. 0% of all equities and portfolios are less risky than Avon Lifesciences. Compared to the overall equity markets, volatility of historical daily returns of Avon Lifesciences Limited is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use Avon Lifesciences Limited to protect against small markets fluctuations. The stock experiences unexpected downward movement. The market is reacting to new fundamentals. Check odds of Avon Lifesciences to be traded at 7.49 in 30 days. As returns on market increase, returns on owning Avon Lifesciences are expected to decrease at a much smaller rate. During bear market, Avon Lifesciences is likely to outperform the market.

Avon Lifesciences correlation with market

Good diversification
Overlapping area represents the amount of risk that can be diversified away by holding Avon Lifesciences Limited and equity matching DJI index in the same portfolio.

Avon Lifesciences Volatility Indicators

Avon Lifesciences 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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