Bombay Burmah (India) Risk Analysis And Volatility Evaluation

BBTC -- India Stock  

INR 1,271  9.10  0.71%

Our philosophy in 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 The Bombay Burmah Trading Corporation Limited which you can use to evaluate future volatility of the firm. Please confirm Bombay Burmah Mean Deviation of 0.0777 and Risk Adjusted Performance of 0.32 to double-check if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

Bombay Burmah Market Sensitivity

As returns on market increase, Bombay Burmah returns are expected to increase less than the market. However during bear market, the loss on holding Bombay Burmah will be expected to be smaller as well.
One Month Beta |Analyze Bombay Burmah Demand Trend
Check current 30 days Bombay Burmah correlation with market (DOW)
β = 0.0119

Bombay Burmah Central Daily Price Deviation

Bombay Burmah 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.

Bombay Burmah Projected Return Density Against Market

Assuming 30 trading days horizon, Bombay Burmah has beta of 0.0119 . This suggests as returns on market go up, Bombay Burmah average returns are expected to increase less than the benchmark. However during bear market, the loss on holding The Bombay Burmah Trading Corporation Limited will be expected to be much smaller as well. Additionally, The Bombay Burmah Trading Corporation 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
=0.05
β
Beta against DOW=0.0119
σ
Overall volatility
=0.00
Ir
Information ratio =0.15

Bombay Burmah Return Volatility

The Bombay Burmah Trading Corporation Limited accepts 0.0% 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

Bombay Burmah Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity

Insignificant

Investment Outlook

Bombay Burmah Investment Opportunity

DOW has a standard deviation of returns of 1.27 and is 9.223372036854776E16 times more volatile than The Bombay Burmah Trading Corporation Limited. 0% of all equities and portfolios are less risky than Bombay Burmah. Compared to the overall equity markets, volatility of historical daily returns of The Bombay Burmah Trading Corporation Limited is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use The Bombay Burmah Trading Corporation Limited to protect against small markets fluctuations. The stock experiences moderate downward daily trend and can be a good diversifier. Check odds of Bombay Burmah to be traded at 1245.29 in 30 days. As returns on market increase, Bombay Burmah returns are expected to increase less than the market. However during bear market, the loss on holding Bombay Burmah will be expected to be smaller as well.

Bombay Burmah correlation with market

correlation synergy
Significant diversification
Overlapping area represents the amount of risk that can be diversified away by holding The Bombay Burmah Trading Corp and equity matching DJI index in the same portfolio.

Bombay Burmah Volatility Indicators

The Bombay Burmah Trading Corporation Limited Current Risk Indicators

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