Genpact Risk Analysis And Volatility

G -- USA Stock  

Fiscal Quarter End: December 31, 2019  

Macroaxis considers Genpact to be very steady. Genpact Limited holds Efficiency (Sharpe) Ratio of -0.009 which attests that the entity had -0.009% of return per unit of risk over the last 3 months. Macroaxis philosophy towards determining 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. Genpact Limited exposes twenty-seven different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to check out Genpact Risk Adjusted Performance of (0.030123) and Market Risk Adjusted Performance of (0.06) to validate risk estimate we provide.
Interest Expense

90 Days Market Risk

Very steady

Chance of Distress in 24 months

90 Days Economic Sensitivity

Follows market closely
Horizon     30 Days    Login   to change

Genpact Market Sensitivity

As returns on market increase, Genpact returns are expected to increase less than the market. However during bear market, the loss on holding Genpact will be expected to be smaller as well.
3 Months Beta |Analyze Genpact Limited Demand Trend
Check current 30 days Genpact correlation with market (DOW)
β = 0.7982

Genpact Central Daily Price Deviation

Genpact Limited Technical Analysis

Transformation
The output start index for this execution was zero with a total number of output elements of sixty-one. Genpact Limited 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.

Genpact Projected Return Density Against Market

Taking into account the 30 trading days horizon, Genpact has beta of 0.7982 . This indicates as returns on market go up, Genpact average returns are expected to increase less than the benchmark. However during bear market, the loss on holding Genpact 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. Genpact Limited is significantly underperforming DOW.
 Predicted Return Density 
      Returns 
Taking into account the 30 trading days horizon, the coefficient of variation of Genpact is -11078.1. The daily returns are destributed with a variance of 1.44 and standard deviation of 1.2. The mean deviation of Genpact Limited is currently at 0.93. For similar time horizon, the selected benchmark (DOW) has volatility of 0.85
α
Alpha over DOW
=0.14
β
Beta against DOW=0.80
σ
Overall volatility
=1.20
Ir
Information ratio =0.12

Genpact Return Volatility

the firm accepts 1.1996% volatility on return distribution over the 30 days horizon. the entity inherits 0.7413% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Genpact Investment Opportunity

Genpact Limited has a volatility of 1.2 and is 1.62 times more volatile than DOW. 10  of all equities and portfolios are less risky than Genpact. Compared to the overall equity markets, volatility of historical daily returns of Genpact Limited is lower than 10 () of all global equities and portfolios over the last 30 days. Use Genpact Limited to protect your portfolios against small markets fluctuations. The stock experiences normal downward trend and little activity. Check odds of Genpact to be traded at $39.24 in 30 days. . As returns on market increase, Genpact returns are expected to increase less than the market. However during bear market, the loss on holding Genpact will be expected to be smaller as well.

Genpact correlation with market

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

Genpact Current Risk Indicators

Genpact Suggested Diversification Pairs

Please also check Risk vs Return Analysis. Please also try Portfolio Reporting module to create custom reports across your portfolios and generate quick suggestion pitch.
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