Funny Software (India) Risk Analysis And Volatility Evaluation

FUNNY -- India Stock  

INR 0.58  0.00  0.00%

Our philosophy 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 Funny Software Limited which you can use to evaluate future volatility of the firm. Please confirm Funny Software Limited Coefficient Of Variation of 206.89 and Mean Deviation of 0.9966 to check if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

Funny Software Market Sensitivity

As returns on market increase, Funny Software returns are expected to increase less than the market. However during bear market, the loss on holding Funny Software will be expected to be smaller as well.
One Month Beta |Analyze Funny Software Limited Demand Trend
Check current 30 days Funny Software correlation with market (DOW)
β = 0.2361

Funny Software Central Daily Price Deviation

Funny Software Limited 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.

Funny Software Projected Return Density Against Market

Assuming 30 trading days horizon, Funny Software has beta of 0.2361 suggesting as returns on market go up, Funny Software average returns are expected to increase less than the benchmark. However during bear market, the loss on holding Funny Software Limited will be expected to be much smaller as well. Additionally, Funny Software Limited has a negative alpha implying that the risk taken by holding this equity is not justified. The company is significantly underperforming DOW
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.64
β
Beta against DOW=0.24
σ
Overall volatility
=0.00
Ir
Information ratio =0.43

Funny Software Return Volatility

Funny Software Limited accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.225% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Funny Software Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity

Insignificant

Investment Outlook

Funny Software Investment Opportunity

DOW has a standard deviation of returns of 1.23 and is 9.223372036854776E16 times more volatile than Funny Software Limited. 0% of all equities and portfolios are less risky than Funny Software. Compared to the overall equity markets, volatility of historical daily returns of Funny Software Limited is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use Funny Software Limited to protect against small markets fluctuations. The stock experiences normal downward trend, but the immediate impact on correlations cannot be determined at the moment . Check odds of Funny Software to be traded at 0.5742 in 30 days. As returns on market increase, Funny Software returns are expected to increase less than the market. However during bear market, the loss on holding Funny Software will be expected to be smaller as well.

Funny Software correlation with market

correlation synergy
Modest diversification
Overlapping area represents the amount of risk that can be diversified away by holding Funny Software Limited and equity matching DJI index in the same portfolio.

Funny Software Volatility Indicators

Funny Software Limited Current Risk Indicators

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