ESSAR SHIPPING (India) Risk Analysis And Volatility

Our approach 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 ESSAR SHIPPING POR which you can use to evaluate future volatility of the firm. Please confirm ESSAR SHIPPING POR to check if risk estimate we provide are consistent with the epected return of 0.0%.

ESSAR SHIPPING POR Technical Analysis

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ESSAR SHIPPING Projected Return Density Against Market

Assuming 30 trading days horizon, ESSAR SHIPPING has beta of 0.0 suggesting the returns on DOW and ESSAR SHIPPING do not appear to be reactive. 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 ESSAR SHIPPING is 0.0. The daily returns are destributed with a variance of 0.0 and standard deviation of 0.0. The mean deviation of ESSAR SHIPPING POR is currently at 0.0. For similar time horizon, the selected benchmark (DOW) has volatility of 0.78
Alpha over DOW
Beta against DOW=0.00
Overall volatility
Information ratio =0.00

ESSAR SHIPPING Return Volatility

the entity accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 0.7938% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 

ESSAR SHIPPING Investment Opportunity

DOW has a standard deviation of returns of 0.79 and is 9.223372036854776E16 times more volatile than ESSAR SHIPPING POR. of all equities and portfolios are less risky than ESSAR SHIPPING. Compared to the overall equity markets, volatility of historical daily returns of ESSAR SHIPPING POR is lower than 0 () of all global equities and portfolios over the last 30 days.

ESSAR SHIPPING Current Risk Indicators

ESSAR SHIPPING Suggested Diversification Pairs

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