Emkay Global (India) Risk Analysis And Volatility

EMKAY -- India Stock  

INR 81.85  2.15  2.56%

Macroaxis considers Emkay Global to be unknown risk. Emkay Global Financial secures Sharpe Ratio (or Efficiency) of -0.1186 which denotes the organization had -0.1186% of return per unit of risk over the last 2 months. Macroaxis philosophy towards 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. Emkay Global Financial Services Limited exposes twenty different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to confirm Emkay Global Financial Downside Deviation of 3.87, Mean Deviation of 2.74 and Coefficient Of Variation of 1845.11 to check risk estimate we provide.

60 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Odds

60 Days Economic Sensitivity

Insignificant
Horizon     30 Days    Login   to change

Emkay Global Financial Technical Analysis

Transformation
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Emkay Global Projected Return Density Against Market

Assuming 30 trading days horizon, Emkay Global has beta of 0.0 suggesting the returns on DOW and Emkay Global do not appear to be very 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 Emkay Global is -843.27. The daily returns are destributed with a variance of 8.35 and standard deviation of 2.89. The mean deviation of Emkay Global Financial Services Limited is currently at 1.64. For similar time horizon, the selected benchmark (DOW) has volatility of 0.0
α
Alpha over DOW
=0.00
β
Beta against DOW=0.00
σ
Overall volatility
=2.89
Ir
Information ratio =0.00

Emkay Global Return Volatility

the corporation accepts 2.89% volatility on return distribution over the 30 days horizon. the entity inherits 0.0% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Emkay Global Investment Opportunity

Emkay Global Financial Services Limited has a volatility of 2.89 and is 3.66 times more volatile than DOW. 25% of all equities and portfolios are less risky than Emkay Global. Compared to the overall equity markets, volatility of historical daily returns of Emkay Global Financial Services Limited is lower than 25 (%) of all global equities and portfolios over the last 30 days.

Emkay Global Current Risk Indicators

Emkay Global Suggested Diversification Pairs

Additionally see Investing Opportunities. Please also try Fundamentals Matrix module to view fundamentals matrix and analyze how accounts are interrelated and interconnected with each other.
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