Electrosteel Castings (India) Risk Analysis And Volatility

Our philosophy towards 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 Electrosteel Castings Limited which you can use to evaluate future volatility of the firm. Please confirm Electrosteel Castings to check if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

Electrosteel Castings Technical Analysis

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Electrosteel Castings Projected Return Density Against Market

Assuming 30 trading days horizon, Electrosteel Castings has beta of 0.0 suggesting the returns on DOW and Electrosteel Castings do not appear to be sensitive. Furthermore, It does not look like the company alpha can have any bearing on the equity current valuation.
Assuming 30 trading days horizon, the coefficient of variation of Electrosteel Castings is 0.0. The daily returns are destributed with a variance of 0.0 and standard deviation of 0.0. The mean deviation of Electrosteel Castings Limited is currently at 0.0. For similar time horizon, the selected benchmark (DOW) has volatility of 0.78
α
Alpha over DOW
=0.00
β
Beta against DOW=0.00
σ
Overall volatility
=0.00
Ir
Information ratio =0.00

Electrosteel Castings Return Volatility

the company accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 0.7996% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Electrosteel Castings Investment Opportunity

DOW has a standard deviation of returns of 0.8 and is 9.223372036854776E16 times more volatile than Electrosteel Castings Limited. 0% of all equities and portfolios are less risky than Electrosteel Castings. Compared to the overall equity markets, volatility of historical daily returns of Electrosteel Castings Limited is lower than 0 (%) of all global equities and portfolios over the last 30 days.

Electrosteel Castings Current Risk Indicators

Electrosteel Castings Suggested Diversification Pairs

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