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DEWAN HOUSING (India) Risk Analysis And Volatility

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DHFL -- India Stock  

INR 11.39  0.00  0.00%

Macroaxis considers DEWAN HOUSING to be risky. DEWAN HOUSING FINANCE secures Sharpe Ratio (or Efficiency) of -0.2088 which denotes the organization had -0.2088% of return per unit of volatility over the last 3 months. Macroaxis way of predicting 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. DEWAN HOUSING FINANCE CORPORAT exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to confirm DEWAN HOUSING FINANCE Market Risk Adjusted Performance of (2.31) and Mean Deviation of 3.31 to check risk estimate we provide.
Equity
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90 Days Market Risk

Risky

Chance of Distress

High

90 Days Economic Sensitivity

Slowly supersedes market

DEWAN HOUSING Market Sensitivity

As returns on market increase, DEWAN HOUSING returns are expected to increase less than the market. However during bear market, the loss on holding DEWAN HOUSING will be expected to be smaller as well.
3 Months Beta |Analyze DEWAN HOUSING FINANCE Demand Trend
Check current 30 days DEWAN HOUSING correlation with market (DOW)
β = 0.3954

DEWAN HOUSING Central Daily Price Deviation

DEWAN HOUSING FINANCE Technical Analysis

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DEWAN HOUSING Projected Return Density Against Market

Assuming 30 trading days horizon, DEWAN HOUSING has beta of 0.3954 suggesting as returns on market go up, DEWAN HOUSING average returns are expected to increase less than the benchmark. However during bear market, the loss on holding DEWAN HOUSING FINANCE CORPORAT will be expected to be much smaller as well. Additionally, The company has a negative alpha implying that the risk taken by holding this equity is not justified. DEWAN HOUSING FINANCE is significantly underperforming DOW.
 Predicted Return Density 
    
  Returns 
Assuming 30 trading days horizon, the coefficient of variation of DEWAN HOUSING is -478.83. The daily returns are destributed with a variance of 21.37 and standard deviation of 4.62. The mean deviation of DEWAN HOUSING FINANCE CORPORAT is currently at 3.88. For similar time horizon, the selected benchmark (DOW) has volatility of 0.79
α
Alpha over DOW
=0.94
β
Beta against DOW=0.40
σ
Overall volatility
=4.62
Ir
Information ratio =0.23

DEWAN HOUSING Return Volatility

the corporation accepts 4.623% volatility on return distribution over the 30 days horizon. the entity inherits 0.9306% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
    
  Timeline 

DEWAN HOUSING Investment Opportunity

DEWAN HOUSING FINANCE CORPORAT has a volatility of 4.62 and is 4.97 times more volatile than DOW. 41  of all equities and portfolios are less risky than DEWAN HOUSING. Compared to the overall equity markets, volatility of historical daily returns of DEWAN HOUSING FINANCE CORPORAT is lower than 41 () of all global equities and portfolios over the last 30 days. Use DEWAN HOUSING FINANCE CORPORAT 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 DEWAN HOUSING to be traded at 11.28 in 30 days. . As returns on market increase, DEWAN HOUSING returns are expected to increase less than the market. However during bear market, the loss on holding DEWAN HOUSING will be expected to be smaller as well.

DEWAN HOUSING correlation with market

correlation synergy
Significant diversification
Overlapping area represents the amount of risk that can be diversified away by holding DEWAN HOUSING FINANCE CORPORAT and equity matching DJI index in the same portfolio.

DEWAN HOUSING Current Risk Indicators

DEWAN HOUSING Suggested Diversification Pairs

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