B nanji (India) Risk Analysis And Volatility Evaluation

BNANJEN -- India Stock  

INR 11.34  0.00  0.00%

B nanji is unknown risk given 1 month investment horizon. B nanji Enterprises secures Sharpe Ratio (or Efficiency) of 0.5262 which signifies that B nanji Enterprises had 0.5262% of return per unit of risk 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 1.1505% are justified by taking the suggested risk. Use B nanji Coefficient Of Variation of 362.92 and Mean Deviation of 1.44 to evaluate company specific risk that cannot be diversified away.
Horizon     30 Days    Login   to change

B nanji Market Sensitivity

As returns on market increase, returns on owning B nanji are expected to decrease at a much smaller rate. During bear market, B nanji is likely to outperform the market.
One Month Beta |Analyze B nanji Enterprises Demand Trend
Check current 30 days B nanji correlation with market (DOW)
β = -0.6849
B nanji Almost negative betaB nanji Enterprises Beta Legend

B nanji Enterprises Technical Analysis

Transformation
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B nanji Projected Return Density Against Market

Assuming 30 trading days horizon, B nanji Enterprises Ltd has beta of -0.6849 . This suggests as returns on benchmark increase, returns on holding B nanji are expected to decrease at a much smaller rate. During bear market, however, B nanji Enterprises Ltd is likely to outperform the market. Moreover, B nanji Enterprises Ltd has an alpha of 0.6581 implying that it can potentially generate 0.6581% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
Assuming 30 trading days horizon, the coefficient of variation of B nanji is 190.03. The daily returns are destributed with a variance of 4.78 and standard deviation of 2.19. The mean deviation of B nanji Enterprises Ltd is currently at 1.77. For similar time horizon, the selected benchmark (DOW) has volatility of 0.38
α
Alpha over DOW
=0.66
β
Beta against DOW=0.68
σ
Overall volatility
=2.19
Ir
Information ratio =0.23

B nanji Return Volatility

B nanji Enterprises Ltd accepts 2.1863% volatility on return distribution over the 30 days horizon. DOW inherits 0.389% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

B nanji Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity

Unaffected

Investment Outlook

B nanji Investment Opportunity

B nanji Enterprises Ltd has a volatility of 2.19 and is 5.62 times more volatile than DOW. 19% 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 19 (%) of all global equities and portfolios over the last 30 days. Use B nanji Enterprises Ltd to protect 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 11.23 in 30 days. As returns on market increase, returns on owning B nanji are expected to decrease at a much smaller rate. During bear market, B nanji is likely to outperform the market.

B nanji correlation with market

Good 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

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