Chaman Lal (India) Risk Analysis And Volatility

CHAMANSEQ -- India Stock  

INR 74.50  0.30  0.40%

We consider Chaman Lal unknown risk. Chaman Lal Setia secures Sharpe Ratio (or Efficiency) of 0.0108 which signifies that the organization had 0.0108% of return per unit of standard deviation over the last 2 months. 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 Chaman Lal Setia Exports Ltd which you can use to evaluate future volatility of the firm. Please confirm Chaman Lal Setia Mean Deviation of 1.73 and Risk Adjusted Performance of (0.11) to double-check if risk estimate we provide are consistent with the epected return of 0.0261%.
Horizon     30 Days    Login   to change

Chaman Lal Market Sensitivity

As returns on market increase, returns on owning Chaman Lal are expected to decrease at a much smaller rate. During bear market, Chaman Lal is likely to outperform the market.
2 Months Beta |Analyze Chaman Lal Setia Demand Trend
Check current 30 days Chaman Lal correlation with market (DOW)
β = -0.0159

Chaman Lal Central Daily Price Deviation

Chaman Lal Setia Technical Analysis

Transformation
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Chaman Lal Projected Return Density Against Market

Assuming 30 trading days horizon, Chaman Lal Setia Exports Ltd has beta of -0.0159 . This suggests as returns on benchmark increase, returns on holding Chaman Lal are expected to decrease at a much smaller rate. During bear market, however, Chaman Lal Setia Exports Ltd is likely to outperform the market. Additionally, The company has a negative alpha implying that the risk taken by holding this equity is not justified. Chaman Lal Setia is significantly underperforming DOW.
 Predicted Return Density 
      Returns 
Assuming 30 trading days horizon, the coefficient of variation of Chaman Lal is 9253.42. The daily returns are destributed with a variance of 5.85 and standard deviation of 2.42. The mean deviation of Chaman Lal Setia Exports Ltd is currently at 1.7. For similar time horizon, the selected benchmark (DOW) has volatility of 1.79
α
Alpha over DOW
=0.15
β
Beta against DOW=0.02
σ
Overall volatility
=2.42
Ir
Information ratio =0.1

Chaman Lal Return Volatility

the enterprise accepts 2.4181% volatility on return distribution over the 30 days horizon. the entity inherits 1.9131% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Chaman Lal Volatility Factors

60 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

60 Days Economic Sensitivity

Insignificant

Investment Outlook

Chaman Lal Investment Opportunity

Chaman Lal Setia Exports Ltd has a volatility of 2.42 and is 1.27 times more volatile than DOW. 22% of all equities and portfolios are less risky than Chaman Lal. Compared to the overall equity markets, volatility of historical daily returns of Chaman Lal Setia Exports Ltd is lower than 22 (%) of all global equities and portfolios over the last 30 days. Use Chaman Lal Setia Exports Ltd to protect your portfolios against small markets fluctuations. The stock experiences normal downward trend and little activity. Check odds of Chaman Lal to be traded at 73.76 in 30 days. . As returns on market increase, returns on owning Chaman Lal are expected to decrease at a much smaller rate. During bear market, Chaman Lal is likely to outperform the market.

Chaman Lal correlation with market

correlation synergy
Good diversification
Overlapping area represents the amount of risk that can be diversified away by holding Chaman Lal Setia Exports Ltd and equity matching DJI index in the same portfolio.

Chaman Lal Volatility Indicators

Chaman Lal Setia Exports Ltd Current Risk Indicators

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