BAJAJ GLOBAL (India) Risk Analysis And Volatility Evaluation

BAJGLOB -- India Stock  

null 3.00  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 BAJAJ GLOBAL LTD which you can use to evaluate future volatility of the entity. Please confirm BAJAJ GLOBAL LTD to double-check if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

BAJAJ GLOBAL LTD Technical Analysis

Transformation
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BAJAJ GLOBAL Projected Return Density Against Market

Assuming 30 trading days horizon, BAJAJ GLOBAL has beta of 0.0 . This suggests unless we do not have required data, the returns on DOW and BAJAJ GLOBAL are completely uncorrelated. Furthermore, BAJAJ GLOBAL LTDIt does not look like BAJAJ GLOBAL alpha can have any bearing on the equity current valuation.
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.00
β
Beta against DOW=0.00
σ
Overall volatility
=0.00
Ir
Information ratio =0.00

BAJAJ GLOBAL Return Volatility

BAJAJ GLOBAL LTD accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 0.4208% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

BAJAJ GLOBAL Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity

Unaffected

Investment Outlook

BAJAJ GLOBAL Investment Opportunity

DOW has a standard deviation of returns of 0.42 and is 9.223372036854776E16 times more volatile than BAJAJ GLOBAL LTD. 0% of all equities and portfolios are less risky than BAJAJ GLOBAL. Compared to the overall equity markets, volatility of historical daily returns of BAJAJ GLOBAL LTD is lower than 0 (%) of all global equities and portfolios over the last 30 days.

BAJAJ GLOBAL Volatility Indicators

BAJAJ GLOBAL LTD Current Risk Indicators

Check also Trending Equities. Please also try Balance Of Power module to check stock momentum by analyzing balance of power indicator and other technical ratios.
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