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BRIDGE SECURITIES (India) Risk Analysis And Volatility

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BRIDGESE -- India Stock  

INR 4.15  0.00  0.00%

Macroaxis considers BRIDGE SECURITIES to be very risky. BRIDGE SECURITIES LTD secures Sharpe Ratio (or Efficiency) of -0.3415 which signifies that the organization had -0.3415% of return per unit of return volatility over the last 3 months. Macroaxis approach to 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. BRIDGE SECURITIES LTD exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to confirm BRIDGE SECURITIES LTD Mean Deviation of 1.04 and Risk Adjusted Performance of (0.23) to double-check risk estimate we provide.

90 Days Market Risk

Very risky

Chance of Distress

Very High

90 Days Economic Sensitivity

Barely shadows market

BRIDGE SECURITIES Market Sensitivity

As returns on market increase, BRIDGE SECURITIES returns are expected to increase less than the market. However during bear market, the loss on holding BRIDGE SECURITIES will be expected to be smaller as well.
3 Months Beta |Analyze BRIDGE SECURITIES LTD Demand Trend
Check current 30 days BRIDGE SECURITIES correlation with market (DOW)
β = 0.0763

BRIDGE SECURITIES Central Daily Price Deviation

BRIDGE SECURITIES LTD Technical Analysis

Transformation
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BRIDGE SECURITIES Projected Return Density Against Market

Assuming 30 trading days horizon, BRIDGE SECURITIES has beta of 0.0763 . This suggests as returns on market go up, BRIDGE SECURITIES average returns are expected to increase less than the benchmark. However during bear market, the loss on holding BRIDGE SECURITIES 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. BRIDGE SECURITIES LTD is significantly underperforming DOW.
 Predicted Return Density 
    
  Returns 
Assuming 30 trading days horizon, the coefficient of variation of BRIDGE SECURITIES is -292.84. The daily returns are destributed with a variance of 3.31 and standard deviation of 1.82. The mean deviation of BRIDGE SECURITIES LTD is currently at 1.21. For similar time horizon, the selected benchmark (DOW) has volatility of 0.78
α
Alpha over DOW
=0.53
β
Beta against DOW=0.08
σ
Overall volatility
=1.82
Ir
Information ratio =0.37

BRIDGE SECURITIES Return Volatility

the enterprise accepts 1.8188% volatility on return distribution over the 30 days horizon. the entity inherits 0.7938% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
    
  Timeline 

BRIDGE SECURITIES Investment Opportunity

BRIDGE SECURITIES LTD has a volatility of 1.82 and is 2.3 times more volatile than DOW. 16  of all equities and portfolios are less risky than BRIDGE SECURITIES. Compared to the overall equity markets, volatility of historical daily returns of BRIDGE SECURITIES LTD is lower than 16 () of all global equities and portfolios over the last 30 days. Use BRIDGE SECURITIES 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 BRIDGE SECURITIES to be traded at 4.11 in 30 days. . As returns on market increase, BRIDGE SECURITIES returns are expected to increase less than the market. However during bear market, the loss on holding BRIDGE SECURITIES will be expected to be smaller as well.

BRIDGE SECURITIES correlation with market

correlation synergy
Significant diversification
Overlapping area represents the amount of risk that can be diversified away by holding BRIDGE SECURITIES LTD and equity matching DJI index in the same portfolio.

BRIDGE SECURITIES Current Risk Indicators

BRIDGE SECURITIES Suggested Diversification Pairs

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