Macroaxis considers Escorts High to be not too risky. Escorts High Yield secures Sharpe Ratio (or Efficiency) of -0.174 which denotes the fund had -0.174% of return per unit of standard deviation over the last 2 months. Macroaxis philosophy in predicting risk of any fund is to look at both systematic and un-systematic factors of the business, including all available market data and technical indicators. Escorts High Yield Equity Dir Gr exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to confirm Escorts High Yield Mean Deviation of 0.6375 to check risk estimate we provide.
|Horizon||30 Days Login to change|
Escorts High Market Sensitivity
|As returns on market increase, Escorts High returns are expected to increase less than the market. However during bear market, the loss on holding Escorts High will be expected to be smaller as well. 2 Months Beta |Analyze Escorts High Yield Demand TrendCheck current 30 days Escorts High correlation with market (DOW)|
β = 0.1005
Escorts High Central Daily Price Deviation
Escorts High Yield Technical Analysis
Escorts High Projected Return Density Against MarketAssuming 30 trading days horizon, Escorts High has beta of 0.1005 suggesting as returns on market go up, Escorts High average returns are expected to increase less than the benchmark. However during bear market, the loss on holding Escorts High Yield Equity Dir Gr 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. Escorts High Yield is significantly underperforming DOW.
Predicted Return Density
Assuming 30 trading days horizon, the coefficient of variation of Escorts High is -574.77. The daily returns are destributed with a variance of 0.69 and standard deviation of 0.83. The mean deviation of Escorts High Yield Equity Dir Gr is currently at 0.68. For similar time horizon, the selected benchmark (DOW) has volatility of 1.74
|Alpha over DOW||=||0.27|
|Beta against DOW||=||0.10|
Escorts High Return Volatilitythe fund accepts 0.8329% volatility on return distribution over the 30 days horizon. the entity inherits 1.5638% risk (volatility on return distribution) over the 30 days horizon.
DOW has a standard deviation of returns of 1.56 and is 1.88 times more volatile than Escorts High Yield Equity Dir Gr. 7% of all equities and portfolios are less risky than Escorts High. Compared to the overall equity markets, volatility of historical daily returns of Escorts High Yield Equity Dir Gr is lower than 7 (%) of all global equities and portfolios over the last 30 days. Use Escorts High Yield Equity Dir Gr to protect your portfolios against small markets fluctuations. The fund experiences normal downward trend and little activity. Check odds of Escorts High to be traded at 33.93 in 30 days. . As returns on market increase, Escorts High returns are expected to increase less than the market. However during bear market, the loss on holding Escorts High will be expected to be smaller as well.
Escorts High correlation with market