Continental Securities (India) Risk Analysis And Volatility

CSL -- India Stock  

INR 6.82  0.00  0.00%

Our philosophy towards 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 Continental Securities Limited which you can use to evaluate future volatility of the firm. Please confirm Continental Securities Mean Deviation of 0.2187 and Risk Adjusted Performance of 0.2562 to double-check if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

Continental Securities Market Sensitivity

As returns on market increase, returns on owning Continental Securities are expected to decrease at a much smaller rate. During bear market, Continental Securities is likely to outperform the market.
2 Months Beta |Analyze Continental Securities Demand Trend
Check current 30 days Continental Securities correlation with market (DOW)
β = -0.0038

Continental Securities Central Daily Price Deviation

Continental Securities Technical Analysis

Transformation
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Continental Securities Projected Return Density Against Market

Assuming 30 trading days horizon, Continental Securities Limited has beta of -0.0038 . This suggests as returns on benchmark increase, returns on holding Continental Securities are expected to decrease at a much smaller rate. During bear market, however, Continental Securities Limited is likely to outperform the market. Moreover, The company has an alpha of 0.1022 implying that it can potentially generate 0.1022% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.10
β
Beta against DOW=0.0038
σ
Overall volatility
=0.00
Ir
Information ratio =0.0412

Continental Securities Return Volatility

the corporation assumes 0.0% volatility of returns over the 30 days investment horizon. the entity inherits 1.9131% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Continental Securities Volatility Factors

60 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

60 Days Economic Sensitivity

Insignificant

Investment Outlook

Continental Securities Investment Opportunity

DOW has a standard deviation of returns of 1.91 and is 9.223372036854776E16 times more volatile than Continental Securities Limited. 0% of all equities and portfolios are less risky than Continental Securities. Compared to the overall equity markets, volatility of historical daily returns of Continental Securities Limited is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use Continental Securities Limited 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 Continental Securities to be traded at 6.75 in 30 days. . As returns on market increase, returns on owning Continental Securities are expected to decrease at a much smaller rate. During bear market, Continental Securities is likely to outperform the market.

Continental Securities correlation with market

correlation synergy
Good diversification
Overlapping area represents the amount of risk that can be diversified away by holding Continental Securities Limited and equity matching DJI index in the same portfolio.

Continental Securities Volatility Indicators

Continental Securities Limited Current Risk Indicators

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