Cantabil Retail (India) Risk Analysis And Volatility Evaluation

CANTABIL -- India Stock  

INR 129.75  0.25  0.19%

Macroaxis considers Cantabil Retail to be not too risky. Cantabil Retail India secures Sharpe Ratio (or Efficiency) of -0.0125 which signifies that Cantabil Retail India had -0.0125% of return per unit of risk over the last 2 months. 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-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to confirm Cantabil Retail India Risk Adjusted Performance of (0.12) and Mean Deviation of 1.72 to double-check risk estimate we provide.
Horizon     30 Days    Login   to change

Cantabil Retail Market Sensitivity

As returns on market increase, Cantabil Retail returns are expected to increase less than the market. However during bear market, the loss on holding Cantabil Retail will be expected to be smaller as well.
2 Months Beta |Analyze Cantabil Retail India Demand Trend
Check current 30 days Cantabil Retail correlation with market (DOW)
β = 0.0022

Cantabil Retail Central Daily Price Deviation

Cantabil Retail India Technical Analysis

Transformation
The output start index for this execution was zero with a total number of output elements of thirty-nine. Cantabil Retail India Average Price is the average of the sum of open, high, low and close daily prices of a bar. It can be used to smooth an indicator that normally takes just the closing price as input. View also all equity analysis or get more info about average price price transform indicator.

Cantabil Retail Projected Return Density Against Market

Assuming 30 trading days horizon, Cantabil Retail has beta of 0.0022 . This suggests as returns on market go up, Cantabil Retail average returns are expected to increase less than the benchmark. However during bear market, the loss on holding Cantabil Retail India Limited will be expected to be much smaller as well. Additionally, Cantabil Retail India 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 Cantabil Retail is -7970.82. The daily returns are destributed with a variance of 2.99 and standard deviation of 1.73. The mean deviation of Cantabil Retail India Limited is currently at 1.1. For similar time horizon, the selected benchmark (DOW) has volatility of 1.3
α
Alpha over DOW
=0.36
β
Beta against DOW=0.0022
σ
Overall volatility
=1.73
Ir
Information ratio =0.05

Cantabil Retail Return Volatility

Cantabil Retail India Limited accepts 1.7279% volatility on return distribution over the 30 days horizon. DOW inherits 1.3487% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Cantabil Retail Volatility Factors

60 Days Market Risk

Not too risky

Chance of Distress in 24 months

60 Days Economic Sensitivity

Barely shadows market

Investment Outlook

Cantabil Retail Investment Opportunity

Cantabil Retail India Limited has a volatility of 1.73 and is 1.28 times more volatile than DOW. 15% 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 lower than 15 (%) of all global equities and portfolios over the last 30 days.

Cantabil Retail Volatility Indicators

Cantabil Retail India Limited Current Risk Indicators

Check also Trending Equities. Please also try Correlation Analysis module to reduce portfolio risk simply by holding instruments which are not perfectly correlated.
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