HB Portfolio (India) Risk Analysis And Volatility

HBPOR -- India Stock  

INR 27.00  3.85  16.63%

Our way in which we are determining 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 HB Portfolio which you can use to evaluate future volatility of the entity. Please check out HB Portfolio Limited Market Risk Adjusted Performance of 0.3876 and Standard Deviation of 5.85 to validate if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

HB Portfolio Market Sensitivity

As returns on market increase, returns on owning HB Portfolio are expected to decrease at a much smaller rate. During bear market, HB Portfolio is likely to outperform the market.
2 Months Beta |Analyze HB Portfolio Limited Demand Trend
Check current 30 days HB Portfolio correlation with market (DOW)
β = -0.7507

HB Portfolio Central Daily Price Deviation

HB Portfolio 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.

HB Portfolio Projected Return Density Against Market

Assuming 30 trading days horizon, HB Portfolio Limited has beta of -0.7507 . This indicates as returns on benchmark increase, returns on holding HB Portfolio are expected to decrease at a much smaller rate. During bear market, however, HB Portfolio Limited 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. HB Portfolio Limited is significantly underperforming DOW.
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.23
β
Beta against DOW=0.75
σ
Overall volatility
=0.00
Ir
Information ratio =0.06

HB Portfolio Return Volatility

the company accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 1.9256% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

HB Portfolio Volatility Factors

60 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

60 Days Economic Sensitivity

Insignificant

Investment Outlook

HB Portfolio Investment Opportunity

DOW has a standard deviation of returns of 1.93 and is 9.223372036854776E16 times more volatile than HB Portfolio Limited. 0% 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 lower than 0 (%) of all global equities and portfolios over the last 30 days. Use HB Portfolio Limited to enhance returns of your portfolios. The stock experiences very speculative upward sentiment. . Check odds of HB Portfolio to be traded at 33.75 in 30 days. . As returns on market increase, returns on owning HB Portfolio are expected to decrease at a much smaller rate. During bear market, HB Portfolio is likely to outperform the market.

HB Portfolio correlation with market

correlation synergy
Very good 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

Please also check Risk vs Return Analysis. Please also try Risk-Return Analysis module to view associations between returns expected from investment and the risk you assume.
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