Our approach to predicting 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 D S Kulkarni Developers Limited which you can use to evaluate future volatility of the entity. Please confirm D S Kulkarni Market Risk Adjusted Performance of 1.07 and Mean Deviation of 0.4354 to check if risk estimate we provide are consistent with the epected return of 0.0%.
|Horizon||30 Days Login to change|
D S Market Sensitivity
|As returns on market increase, returns on owning D S are expected to decrease at a much smaller rate. During bear market, D S is likely to outperform the market. 2 Months Beta |Analyze D S Kulkarni Demand TrendCheck current 30 days D S correlation with market (DOW)|
β = -0.1085
D S Central Daily Price Deviation
D S Kulkarni Technical Analysis
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D S Projected Return Density Against MarketAssuming 30 trading days horizon, D S Kulkarni Developers Limited has beta of -0.1085 suggesting as returns on benchmark increase, returns on holding D S are expected to decrease at a much smaller rate. During bear market, however, D S Kulkarni Developers Limited 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. D S Kulkarni is significantly underperforming DOW.
Predicted Return Density
|Alpha over DOW||=||0.11|
|Beta against DOW||=||0.11|
D S Return Volatilitythe company accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 1.8781% risk (volatility on return distribution) over the 30 days horizon.
DOW has a standard deviation of returns of 1.88 and is 9.223372036854776E16 times more volatile than D S Kulkarni Developers Limited. 0% of all equities and portfolios are less risky than D S. Compared to the overall equity markets, volatility of historical daily returns of D S Kulkarni Developers Limited is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use D S Kulkarni Developers 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 D S to be traded at 13.46 in 30 days. . As returns on market increase, returns on owning D S are expected to decrease at a much smaller rate. During bear market, D S is likely to outperform the market.
D S correlation with market