Energy Development (India) Risk Analysis And Volatility

ENERGYDEV -- India Stock  

INR 9.40  0.25  2.73%

Macroaxis considers Energy Development to be relatively volatile. Energy Development secures Sharpe Ratio (or Efficiency) of -0.1698 which denotes the organization had -0.1698% 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. Energy Development Company Limited exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to confirm Energy Development Mean Deviation of 2.07 and Coefficient Of Variation of (1,192) to check risk estimate we provide.
Horizon     30 Days    Login   to change

Energy Development Market Sensitivity

As returns on market increase, Energy Development returns are expected to increase less than the market. However during bear market, the loss on holding Energy Development will be expected to be smaller as well.
2 Months Beta |Analyze Energy Development Demand Trend
Check current 30 days Energy Development correlation with market (DOW)
β = 0.2145

Energy Development Central Daily Price Deviation

Energy Development Technical Analysis

Transformation
The output start index for this execution was zero with a total number of output elements of thirty-nine. Energy Development Average Price is the average of the sum of open, high, low and close daily prices of a bar. It can be used to smooth an indicator that normally takes just the closing price as input. View also all equity analysis or get more info about average price price transform indicator.

Energy Development Projected Return Density Against Market

Assuming 30 trading days horizon, Energy Development has beta of 0.2145 suggesting as returns on market go up, Energy Development average returns are expected to increase less than the benchmark. However during bear market, the loss on holding Energy Development Company Limited 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. Energy Development is significantly underperforming DOW.
 Predicted Return Density 
      Returns 
Assuming 30 trading days horizon, the coefficient of variation of Energy Development is -589.04. The daily returns are destributed with a variance of 7.73 and standard deviation of 2.78. The mean deviation of Energy Development Company Limited is currently at 2.05. For similar time horizon, the selected benchmark (DOW) has volatility of 1.74
α
Alpha over DOW
=0.3
β
Beta against DOW=0.21
σ
Overall volatility
=2.78
Ir
Information ratio =0.17

Energy Development Return Volatility

the firm accepts 2.7805% volatility on return distribution over the 30 days horizon. the entity inherits 1.6367% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Energy Development Volatility Factors

60 Days Market Risk

Relatively volatile

Chance of Distress in 24 months

Close to average

60 Days Economic Sensitivity

Slowly supersedes market

Investment Outlook

Energy Development Investment Opportunity

Energy Development Company Limited has a volatility of 2.78 and is 1.7 times more volatile than DOW. 25% of all equities and portfolios are less risky than Energy Development. Compared to the overall equity markets, volatility of historical daily returns of Energy Development Company Limited is lower than 25 (%) of all global equities and portfolios over the last 30 days. Use Energy Development Company Limited to enhance returns of your portfolios. The stock experiences unexpected upward trend. Watch out for market signals. Check odds of Energy Development to be traded at 11.28 in 30 days. . As returns on market increase, Energy Development returns are expected to increase less than the market. However during bear market, the loss on holding Energy Development will be expected to be smaller as well.

Energy Development correlation with market

correlation synergy
Average diversification
Overlapping area represents the amount of risk that can be diversified away by holding Energy Development Company Lim and equity matching DJI index in the same portfolio.

Energy Development Volatility Indicators

Energy Development Company Limited Current Risk Indicators

Additionally see Investing Opportunities. Please also try Efficient Frontier module to plot and analyze your portfolio and positions against risk-return landscape of the market..
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