>

Indiabulls Ventures (India) Risk Analysis And Volatility

IN
IBVENTUREPP -- India Stock  

INR 97.35  10.55  12.15%

Indiabulls Ventures is risky given 3 months investment horizon. Indiabulls Ventures holds Efficiency (Sharpe) Ratio of 0.4465 which attests that the entity had 0.4465% of return per unit of risk over the last 3 months. Our philosophy towards determining volatility of a stock is to use Indiabulls Ventures market data together with company specific technical indicators. We found twenty-one different technical indicators which can help you to evaluate if expected returns of 17.41% are justified by taking the suggested risk. Use Indiabulls Ventures Limited Market Risk Adjusted Performance of 1.92, Risk Adjusted Performance of 0.1812 and Downside Deviation of 23.29 to evaluate company specific risk that cannot be diversified away.
Equity
Refresh

Indiabulls Ventures Market Sensitivity

As market goes up, the company is expected to significantly outperform it. However, if the market returns are negative, Indiabulls Ventures will likely underperform.
3 Months Beta |Analyze Indiabulls Ventures Demand Trend
Check current 30 days Indiabulls Ventures correlation with market (DOW)
β = 3.647

Indiabulls Ventures Central Daily Price Deviation

Indiabulls Ventures 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.

Indiabulls Ventures Projected Return Density Against Market

Assuming 30 trading days horizon, the stock has beta coefficient of 3.647 . This indicates as the benchmark fluctuates upward, the company is expected to outperform it on average . However, if the benchmark returns are expected to be negative, Indiabulls Ventures will likely underperform. In addition to that, The company has an alpha of 6.7922 implying that it can potentially generate 6.7922% 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 Indiabulls Ventures is 223.98. The daily returns are destributed with a variance of 1519.77 and standard deviation of 38.98. The mean deviation of Indiabulls Ventures Limited is currently at 29.16. For similar time horizon, the selected benchmark (DOW) has volatility of 0.79
α
Alpha over DOW
=6.79
β
Beta against DOW=3.65
σ
Overall volatility
=38.98
Ir
Information ratio =0.22

Indiabulls Ventures Return Volatility

the firm accepts 38.9842% volatility on return distribution over the 30 days horizon. the entity inherits 0.8011% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
    
  Timeline 

Indiabulls Ventures Investment Opportunity

Indiabulls Ventures Limited has a volatility of 38.98 and is 48.72 times more volatile than DOW. 96  of all equities and portfolios are less risky than Indiabulls Ventures. Compared to the overall equity markets, volatility of historical daily returns of Indiabulls Ventures Limited is higher than 96 () of all global equities and portfolios over the last 30 days. Use Indiabulls Ventures Limited to enhance returns of your portfolios. The stock experiences very speculative upward sentiment. . Check odds of Indiabulls Ventures to be traded at 121.69 in 30 days. . As market goes up, the company is expected to significantly outperform it. However, if the market returns are negative, Indiabulls Ventures will likely underperform.

Indiabulls Ventures correlation with market

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

Indiabulls Ventures Current Risk Indicators

Indiabulls Ventures Suggested Diversification Pairs

Please see Risk vs Return Analysis. Please also try Money Managers module to screen money managers from public funds and etfs managed around the world.
Company logos by clearbit