D S (India) Risk Analysis And Volatility Evaluation

DSKULKARNI -- India Stock  

INR 13.60  0.00  0.00%

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 0.43 and Mean Deviation of 0.4248 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, D S returns are expected to increase less than the market. However during bear market, the loss on holding D S will be expected to be smaller as well.
One Month Beta |Analyze D S Kulkarni Demand Trend
Check current 30 days D S correlation with market (DOW)
β = 0.5249
D S Small BetaD S Kulkarni Beta Legend

D S Kulkarni Technical Analysis

Transformation
We are not able to run technical analysis function on this symbol. We either do not have that equity or its historical data is not available at this time. Please try again later.

D S Projected Return Density Against Market

Assuming 30 trading days horizon, D S has beta of 0.5249 suggesting as returns on market go up, D S average returns are expected to increase less than the benchmark. However during bear market, the loss on holding D S Kulkarni Developers Limited will be expected to be much smaller as well. Additionally, D S Kulkarni Developers Limited has a negative alpha implying that the risk taken by holding this equity is not justified. The company is significantly underperforming DOW
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.28
β
Beta against DOW=0.52
σ
Overall volatility
=0.00
Ir
Information ratio =0.31

D S Return Volatility

D S Kulkarni Developers Limited accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 0.389% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

D S Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity

Unaffected

Investment Outlook

D S Investment Opportunity

DOW has a standard deviation of returns of 0.39 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 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, D S returns are expected to increase less than the market. However during bear market, the loss on holding D S will be expected to be smaller as well.

D S correlation with market

Average diversification
Overlapping area represents the amount of risk that can be diversified away by holding D S Kulkarni Developers Limite and equity matching DJI index in the same portfolio.

D S Volatility Indicators

D S Kulkarni Developers Limited Current Risk Indicators

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