Bharati Defence (India) Risk Analysis And Volatility

BHARATIDIL -- India Stock  

INR 2.10  0.00  0.00%

Macroaxis considers Bharati Defence to be exceptionally risky. Bharati Defence And secures Sharpe Ratio (or Efficiency) of -0.313 which signifies that the organization had -0.313% of return per unit of standard deviation over the last 2 months. Macroaxis philosophy in foreseeing risk of any stock is to look at both systematic and un-systematic factors of the business, including all available market data and technical indicators. Bharati Defence And Infrastructure Limited exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to confirm Bharati Defence And Mean Deviation of 3.63 and Risk Adjusted Performance of (0.54) to double-check risk estimate we provide.
Horizon     30 Days    Login   to change

Bharati Defence Market Sensitivity

As returns on market increase, Bharati Defence returns are expected to increase less than the market. However during bear market, the loss on holding Bharati Defence will be expected to be smaller as well.
2 Months Beta |Analyze Bharati Defence And Demand Trend
Check current 30 days Bharati Defence correlation with market (DOW)
β = 0.1057

Bharati Defence Central Daily Price Deviation

Bharati Defence And Technical Analysis

Transformation
The output start index for this execution was zero with a total number of output elements of thirty-nine. Bharati Defence And Average Price is the average of the sum of open, high, low and close daily prices of a bar. It can be used to smooth an indicator that normally takes just the closing price as input. View also all equity analysis or get more info about average price price transform indicator.

Bharati Defence Projected Return Density Against Market

Assuming 30 trading days horizon, Bharati Defence has beta of 0.1057 . This suggests as returns on market go up, Bharati Defence average returns are expected to increase less than the benchmark. However during bear market, the loss on holding Bharati Defence And Infrastructure Limited will be expected to be much smaller as well. Additionally, The company has a negative alpha implying that the risk taken by holding this equity is not justified. Bharati Defence And is significantly underperforming DOW.
 Predicted Return Density 
      Returns 
Assuming 30 trading days horizon, the coefficient of variation of Bharati Defence is -319.52. The daily returns are destributed with a variance of 17.44 and standard deviation of 4.18. The mean deviation of Bharati Defence And Infrastructure Limited is currently at 3.29. For similar time horizon, the selected benchmark (DOW) has volatility of 1.79
α
Alpha over DOW
=1.42
β
Beta against DOW=0.11
σ
Overall volatility
=4.18
Ir
Information ratio =0.32

Bharati Defence Return Volatility

the entity accepts 4.1764% volatility on return distribution over the 30 days horizon. the entity inherits 1.8419% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Bharati Defence Volatility Factors

60 Days Market Risk

Exceptionally risky

Chance of Distress in 24 months

High

60 Days Economic Sensitivity

Barely shadows market

Investment Outlook

Bharati Defence Investment Opportunity

Bharati Defence And Infrastructure Limited has a volatility of 4.18 and is 2.27 times more volatile than DOW. 38% 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 38 (%) of all global equities and portfolios over the last 30 days. Use Bharati Defence And Infrastructure Limited to protect your portfolios against small markets fluctuations. The stock experiences normal downward trend, but the immediate impact on correlations cannot be determined at the moment . Check odds of Bharati Defence to be traded at 2.08 in 30 days. . As returns on market increase, Bharati Defence returns are expected to increase less than the market. However during bear market, the loss on holding Bharati Defence will be expected to be smaller as well.

Bharati Defence correlation with market

correlation synergy
Significant 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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