Cantabil Retail (India) Risk Analysis And Volatility Evaluation

CANTABIL -- India Stock  

INR 134.70  11.40  7.80%

Macroaxis considers Cantabil Retail to be unknown risk. Cantabil Retail India secures Sharpe Ratio (or Efficiency) of -0.3039 which signifies that Cantabil Retail India had -0.3039% of return per unit of risk over the last 1 month. Macroaxis philosophy towards 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. Cantabil Retail India Limited exposes twenty different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to confirm Cantabil Retail India Coefficient Of Variation of 236.93, Risk Adjusted Performance of 0.4653 and Mean Deviation of 1.76 to double-check risk estimate we provide.
Horizon     30 Days    Login   to change

Cantabil Retail Market Sensitivity

As returns on market increase, returns on owning Cantabil Retail are expected to decrease at a much smaller rate. During bear market, Cantabil Retail is likely to outperform the market.
One Month Beta |Analyze Cantabil Retail India Demand Trend
Check current 30 days Cantabil Retail correlation with market (DOW)
β = -0.0924
Cantabil Retail Almost negative betaCantabil Retail India Beta Legend

Cantabil Retail India Technical Analysis

Transformation
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Cantabil Retail Projected Return Density Against Market

Assuming 30 trading days horizon, Cantabil Retail India Limited has beta of -0.0924 . This suggests as returns on benchmark increase, returns on holding Cantabil Retail are expected to decrease at a much smaller rate. During bear market, however, Cantabil Retail India Limited is likely to outperform the market. In addition to that, Cantabil Retail India Limited has an alpha of 1.1679 implying that it can potentially generate 1.1679% 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 Cantabil Retail is -329.06. The daily returns are destributed with a variance of 69.31 and standard deviation of 8.33. The mean deviation of Cantabil Retail India Limited is currently at 5.88. For similar time horizon, the selected benchmark (DOW) has volatility of 1.09
α
Alpha over DOW
=1.17
β
Beta against DOW=0.09
σ
Overall volatility
=8.33
Ir
Information ratio =0.48

Cantabil Retail Return Volatility

Cantabil Retail India Limited accepts 8.3254% volatility on return distribution over the 30 days horizon. DOW inherits 1.0609% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Cantabil Retail Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity

Insignificant

Investment Outlook

Cantabil Retail Investment Opportunity

Cantabil Retail India Limited has a volatility of 8.33 and is 7.86 times more volatile than DOW. 75% of all equities and portfolios are less risky than Cantabil Retail. Compared to the overall equity markets, volatility of historical daily returns of Cantabil Retail India Limited is higher than 75 (%) of all global equities and portfolios over the last 30 days. Use Cantabil Retail India Limited to protect against small markets fluctuations. The stock experiences very speculative upward sentiment.. Check odds of Cantabil Retail to be traded at 127.96 in 30 days. As returns on market increase, returns on owning Cantabil Retail are expected to decrease at a much smaller rate. During bear market, Cantabil Retail is likely to outperform the market.

Cantabil Retail correlation with market

Good diversification
Overlapping area represents the amount of risk that can be diversified away by holding Cantabil Retail India Limited and equity matching DJI index in the same portfolio.

Cantabil Retail Volatility Indicators

Cantabil Retail India Limited Current Risk Indicators

Check also Trending Equities. Please also try Price Exposure Probability module to analyze equity upside and downside potential for a given time horizon across multiple markets.
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