Bharati Defence (India) Risk Analysis And Volatility Evaluation

BHARATIDIL -- India Stock  

INR 2.75  0.10  3.51%

Macroaxis considers Bharati Defence to be unknown risk. Bharati Defence And secures Sharpe Ratio (or Efficiency) of -0.7567 which signifies that Bharati Defence And had -0.7567% of return per unit of standard deviation over the last 1 month. 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 3.37 and Risk Adjusted Performance of 0.23 to double-check risk estimate we provide.
Horizon     30 Days    Login   to change

Bharati Defence Market Sensitivity

Bharati Defence returns are very sensitive to returns on the market. As market goes up or down, Bharati Defence is expected to follow.
One Month Beta |Analyze Bharati Defence And Demand Trend
Check current 30 days Bharati Defence correlation with market (DOW)
β = 1.0643

Bharati Defence Central Daily Price Deviation

Bharati Defence And 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.

Bharati Defence Projected Return Density Against Market

Assuming 30 trading days horizon, the stock has beta coefficient of 1.0643 . This suggests Bharati Defence And Infrastructure Limited market returns are very sensitive to returns on the market. As the market benchmark goes up or down, Bharati Defence is expected to follow. Additionally, Bharati Defence And Infrastructure 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 
Assuming 30 trading days horizon, the coefficient of variation of Bharati Defence is -132.16. The daily returns are destributed with a variance of 14.62 and standard deviation of 3.82. The mean deviation of Bharati Defence And Infrastructure Limited is currently at 2.89. For similar time horizon, the selected benchmark (DOW) has volatility of 1.22
α
Alpha over DOW
=0.74
β
Beta against DOW=1.06
σ
Overall volatility
=3.82
Ir
Information ratio =0.18

Bharati Defence Return Volatility

Bharati Defence And Infrastructure Limited accepts 3.8237% volatility on return distribution over the 30 days horizon. DOW inherits 1.1692% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

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

Insignificant

Investment Outlook

Bharati Defence Investment Opportunity

Bharati Defence And Infrastructure Limited has a volatility of 3.82 and is 3.26 times more volatile than DOW. 34% 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 34 (%) 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 unexpected downward movement. The market is reacting to new fundamentals. Check odds of Bharati Defence to be traded at 2.64 in 30 days. Bharati Defence returns are very sensitive to returns on the market. As market goes up or down, Bharati Defence is expected to follow.

Bharati Defence correlation with market

correlation synergy
Weak 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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