B nanji (India) Risk Analysis And Volatility

BNANJEN -- India Stock  

INR 8.62  0.00  0.00%

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 B nanji Enterprises Ltd which you can use to evaluate future volatility of the entity. Please confirm B nanji Enterprises Mean Deviation of 1.74 and Coefficient Of Variation of (1,472) to double-check if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

B nanji Market Sensitivity

As returns on market increase, B nanji returns are expected to increase less than the market. However during bear market, the loss on holding B nanji will be expected to be smaller as well.
2 Months Beta |Analyze B nanji Enterprises Demand Trend
Check current 30 days B nanji correlation with market (DOW)
β = 0.2821

B nanji Central Daily Price Deviation

B nanji Enterprises Technical Analysis

Transformation
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B nanji Projected Return Density Against Market

Assuming 30 trading days horizon, B nanji has beta of 0.2821 . This suggests as returns on market go up, B nanji average returns are expected to increase less than the benchmark. However during bear market, the loss on holding B nanji Enterprises Ltd 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. B nanji Enterprises is significantly underperforming DOW.
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.24
β
Beta against DOW=0.28
σ
Overall volatility
=0.00
Ir
Information ratio =0.09

B nanji Return Volatility

the corporation accepts 0.0% 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

B nanji Volatility Factors

60 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

60 Days Economic Sensitivity

Insignificant

Investment Outlook

B nanji Investment Opportunity

DOW has a standard deviation of returns of 1.84 and is 9.223372036854776E16 times more volatile than B nanji Enterprises Ltd. 0% of all equities and portfolios are less risky than B nanji. Compared to the overall equity markets, volatility of historical daily returns of B nanji Enterprises Ltd is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use B nanji Enterprises Ltd 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 B nanji to be traded at 8.53 in 30 days. . As returns on market increase, B nanji returns are expected to increase less than the market. However during bear market, the loss on holding B nanji will be expected to be smaller as well.

B nanji correlation with market

correlation synergy
Average diversification
Overlapping area represents the amount of risk that can be diversified away by holding B nanji Enterprises Ltd and equity matching DJI index in the same portfolio.

B nanji Volatility Indicators

B nanji Enterprises Ltd Current Risk Indicators

Check also Trending Equities. Please also try Alpha Finder module to use alpha and beta coefficients to find investment opportunities after accounting for the risk.
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