Chambal Breweries (India) Risk Analysis And Volatility

CHMBBRW -- India Stock  

INR 2.45  0.00  0.00%

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 Chambal Breweries Distilleries Ltd which you can use to evaluate future volatility of the firm. Please confirm Chambal Breweries Mean Deviation of 1.06 and Risk Adjusted Performance of 0.01 to double-check if risk estimate we provide are consistent with the epected return of 0.0%.

60 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Odds

60 Days Economic Sensitivity

Insignificant
Horizon     30 Days    Login   to change

Chambal Breweries Technical Analysis

Transformation
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Chambal Breweries Projected Return Density Against Market

Assuming 30 trading days horizon, Chambal Breweries has beta of 0.0 . This suggests the returns on DOW and Chambal Breweries do not appear to be correlated. Furthermore, It does not look like the company alpha can have any bearing on the equity current valuation.
α
Alpha over DOW
=0.00
β
Beta against DOW=0.00
σ
Overall volatility
=0.00
Ir
Information ratio =0.00

Chambal Breweries Return Volatility

the venture accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 0.0% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Chambal Breweries Investment Opportunity

DOW has a standard deviation of returns of 0.78 and is 9.223372036854776E16 times more volatile than Chambal Breweries Distilleries Ltd. 0% of all equities and portfolios are less risky than Chambal Breweries. Compared to the overall equity markets, volatility of historical daily returns of Chambal Breweries Distilleries Ltd is lower than 0 (%) of all global equities and portfolios over the last 30 days.

Chambal Breweries Current Risk Indicators

Chambal Breweries Suggested Diversification Pairs

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