Bharati Defence (India) Risk Analysis And Volatility Evaluation

BHARATIDIL -- India Stock  

INR 3.25  0.26  7.41%

Bharati Defence is unknown risk given 1 month investment horizon. Bharati Defence And secures Sharpe Ratio (or Efficiency) of 0.2139 which signifies that Bharati Defence And had 0.2139% of return per unit of standard deviation over the last 1 month. Our philosophy in foreseeing risk of a stock is to use both market data as well as company specific technical data. We found twenty-one different technical indicators which can help you to evaluate if expected returns of 1.1396% are justified by taking the suggested risk. Use Bharati Defence Mean Deviation of 3.9 and Risk Adjusted Performance of 0.2162 to evaluate company specific risk that cannot be diversified away.
Horizon     30 Days    Login   to change

Bharati Defence Market Sensitivity

Bharati Defence And Technical Analysis

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Bharati Defence Projected Return Density Against Market

Assuming 30 trading days horizon, Bharati Defence And Infrastructure Limited has beta of -1.0352 . This suggests Moreover, Bharati Defence And Infrastructure Limited has an alpha of 0.7404 implying that it can potentially generate 0.7404% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
Assuming 30 trading days horizon, the coefficient of variation of Bharati Defence is 467.54. The daily returns are destributed with a variance of 28.39 and standard deviation of 5.33. The mean deviation of Bharati Defence And Infrastructure Limited is currently at 4.23. For similar time horizon, the selected benchmark (DOW) has volatility of 1.24
Alpha over DOW
Beta against DOW=1.04
Overall volatility
Information ratio =0.18

Bharati Defence Return Volatility

Bharati Defence And Infrastructure Limited accepts 5.3281% volatility on return distribution over the 30 days horizon. DOW inherits 1.2989% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 

Market Risk Breakdown

Bharati Defence Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity


Investment Outlook

Bharati Defence Investment Opportunity

Bharati Defence And Infrastructure Limited has a volatility of 5.33 and is 4.1 times more volatile than DOW. 48% of all equities and portfolios are less risky than Bharati Defence. Compared to the overall equity markets, volatility of historical daily returns of Bharati Defence And Infrastructure Limited is lower than 48 (%) of all global equities and portfolios over the last 30 days. Use Bharati Defence And Infrastructure Limited to protect against small markets fluctuations. The stock experiences very speculative upward sentiment.. Check odds of Bharati Defence to be traded at 3.09 in 30 days.

Bharati Defence correlation with market

correlation synergy
Very good diversification
Overlapping area represents the amount of risk that can be diversified away by holding Bharati Defence And Infrastruc and equity matching DJI index in the same portfolio.

Bharati Defence Volatility Indicators

Bharati Defence And Infrastructure Limited Current Risk Indicators

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