Escorts Leading (India) Risk Analysis And Volatility

F000002109 -- India Fund  

INR 31.23  0.004301  0.0001%

We consider Escorts Leading unknown risk. Escorts Leading Sectors secures Sharpe Ratio (or Efficiency) of 0.115 which denotes the fund had 0.115% of return per unit of standard deviation over the last 2 months. Our philosophy in predicting volatility of a fund is to use all available market data together with fund specific technical indicators that cannot be diversified away. We have found twenty-one technical indicators for Escorts Leading Sectors Gr which you can use to evaluate future volatility of the entity. Please confirm Escorts Leading Sectors Semi Deviation of 1.99, Downside Deviation of 2.2 and Mean Deviation of 1.22 to check if risk estimate we provide are consistent with the epected return of 0.1109%.
Horizon     30 Days    Login   to change

Escorts Leading Market Sensitivity

As returns on market increase, returns on owning Escorts Leading are expected to decrease at a much smaller rate. During bear market, Escorts Leading is likely to outperform the market.
2 Months Beta |Analyze Escorts Leading Sectors Demand Trend
Check current 30 days Escorts Leading correlation with market (DOW)
β = -0.1585

Escorts Leading Central Daily Price Deviation

Escorts Leading Sectors 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.

Escorts Leading Projected Return Density Against Market

Assuming 30 trading days horizon, Escorts Leading Sectors Gr has beta of -0.1585 suggesting as returns on benchmark increase, returns on holding Escorts Leading are expected to decrease at a much smaller rate. During bear market, however, Escorts Leading Sectors Gr is likely to outperform the market. Additionally, The company has a negative alpha implying that the risk taken by holding this equity is not justified. Escorts Leading Sectors is significantly underperforming DOW.
 Predicted Return Density 
      Returns 
Assuming 30 trading days horizon, the coefficient of variation of Escorts Leading is 869.88. The daily returns are destributed with a variance of 0.93 and standard deviation of 0.96. The mean deviation of Escorts Leading Sectors Gr is currently at 0.74. For similar time horizon, the selected benchmark (DOW) has volatility of 1.94
α
Alpha over DOW
=0.01
β
Beta against DOW=0.16
σ
Overall volatility
=0.96
Ir
Information ratio =0.0262

Escorts Leading Return Volatility

the fund accepts 0.9647% volatility on return distribution over the 30 days horizon. the entity inherits 1.9997% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Escorts Leading Volatility Factors

60 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

60 Days Economic Sensitivity

Insignificant

Investment Outlook

Escorts Leading Investment Opportunity

DOW has a standard deviation of returns of 2.0 and is 2.08 times more volatile than Escorts Leading Sectors Gr. 8% of all equities and portfolios are less risky than Escorts Leading. Compared to the overall equity markets, volatility of historical daily returns of Escorts Leading Sectors Gr is lower than 8 (%) of all global equities and portfolios over the last 30 days. Use Escorts Leading Sectors Gr to protect your portfolios against small markets fluctuations. The fund experiences normal downward trend and little activity. Check odds of Escorts Leading to be traded at 30.92 in 30 days. . As returns on market increase, returns on owning Escorts Leading are expected to decrease at a much smaller rate. During bear market, Escorts Leading is likely to outperform the market.

Escorts Leading correlation with market

correlation synergy
Good diversification
Overlapping area represents the amount of risk that can be diversified away by holding Escorts Leading Sectors Gr and equity matching DJI index in the same portfolio.

Escorts Leading Volatility Indicators

Escorts Leading Sectors Gr Current Risk Indicators

Additionally see Investing Opportunities. Please also try CEO Directory module to screen ceos from public companies around the world.
Search macroaxis.com