BAJAJ GLOBAL (India) Risk Analysis And Volatility

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

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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 the returns on DOW and BAJAJ GLOBAL do not appear to be sensitive. Furthermore, It does not look like the company alpha can have any bearing on the equity current valuation.
 Predicted Return Density 
      Returns 
Assuming 30 trading days horizon, the coefficient of variation of BAJAJ GLOBAL is 0.0. The daily returns are destributed with a variance of 0.0 and standard deviation of 0.0. The mean deviation of BAJAJ GLOBAL LTD is currently at 0.0. For similar time horizon, the selected benchmark (DOW) has volatility of 1.79
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

the company accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 1.9256% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

BAJAJ GLOBAL Volatility Factors

60 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

60 Days Economic Sensitivity

Insignificant

Investment Outlook

BAJAJ GLOBAL Investment Opportunity

DOW has a standard deviation of returns of 1.93 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

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