HB Portfolio (India) Risk Analysis And Volatility Evaluation

HBPOR -- India Stock  

INR 29.90  2.50  7.72%

HB Portfolio is not very volatile given 1 month investment horizon. HB Portfolio Limited retains Efficiency (Sharpe Ratio) of 0.2511 which attests that HB Portfolio Limited had 0.2511% of return per unit of price deviation over the last 1 month. Our way in which we are determining risk of a stock is to use both market data as well as company specific technical data. We found twenty-one different technical indicators which can help you to evaluate if expected returns of 1.3926% are justified by taking the suggested risk. Use HB Portfolio Limited Standard Deviation of 5.18, Market Risk Adjusted Performance of 1.56 and Semi Deviation of 2.61 to evaluate company specific risk that cannot be diversified away.
Horizon     30 Days    Login   to change

HB Portfolio Market Sensitivity

HB Portfolio returns are very sensitive to returns on the market. As market goes up or down, HB Portfolio is expected to follow.
One Month Beta |Analyze HB Portfolio Limited Demand Trend
Check current 30 days HB Portfolio correlation with market (DOW)
β = 1.1073
HB Portfolio llmost one BetaHB Portfolio Limited Beta Legend

HB Portfolio Limited Technical Analysis

Transformation
The output start index for this execution was zero with a total number of output elements of seventeen. HB Portfolio 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.

HB Portfolio Projected Return Density Against Market

Assuming 30 trading days horizon, the stock has beta coefficient of 1.1073 . This indicates HB Portfolio Limited market returns are very sensitive to returns on the market. As the market benchmark goes up or down, HB Portfolio is expected to follow. In addition to that, HB Portfolio Limited has an alpha of 1.5307 implying that it can potentially generate 1.5307% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
Assuming 30 trading days horizon, the coefficient of variation of HB Portfolio is 398.19. The daily returns are destributed with a variance of 30.75 and standard deviation of 5.55. The mean deviation of HB Portfolio Limited is currently at 4.15. For similar time horizon, the selected benchmark (DOW) has volatility of 0.45
α
Alpha over DOW
=1.53
β
Beta against DOW=1.11
σ
Overall volatility
=5.55
Ir
Information ratio =0.30

HB Portfolio Return Volatility

HB Portfolio Limited accepts 5.5451% volatility on return distribution over the 30 days horizon. DOW inherits 0.4529% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

HB Portfolio Volatility Factors

30 Days Market Risk

Not very volatile

Chance of Distress in 24 months

Above average

30 Days Economic Sensitivity

Almost mirrors market

Investment Outlook

HB Portfolio Investment Opportunity

HB Portfolio Limited has a volatility of 5.55 and is 12.33 times more volatile than DOW. 50% of all equities and portfolios are less risky than HB Portfolio. Compared to the overall equity markets, volatility of historical daily returns of HB Portfolio Limited is higher than 50 (%) of all global equities and portfolios over the last 30 days. Use HB Portfolio Limited to protect against small markets fluctuations. The stock experiences very speculative upward sentiment.. Check odds of HB Portfolio to be traded at 28.4 in 30 days. HB Portfolio returns are very sensitive to returns on the market. As market goes up or down, HB Portfolio is expected to follow.

HB Portfolio correlation with market

Average diversification
Overlapping area represents the amount of risk that can be diversified away by holding HB Portfolio Limited and equity matching DJI index in the same portfolio.

HB Portfolio Volatility Indicators

HB Portfolio Limited Current Risk Indicators

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