IEC Education (India) Risk Analysis And Volatility Evaluation

IECEDU -- India Stock  

INR 1.55  0.06  4.03%

Macroaxis considers IEC Education to be extremely volatile. IEC Education retains Efficiency (Sharpe Ratio) of -0.3473 which attests that IEC Education had -0.3473% of return per unit of return volatility over the last 1 month. Macroaxis approach into 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. IEC Education exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to check out IEC Education Ltd Market Risk Adjusted Performance of 2.62 to validate risk estimate we provide.
Horizon     30 Days    Login   to change

IEC Education Market Sensitivity

As returns on market increase, IEC Education returns are expected to increase less than the market. However during bear market, the loss on holding IEC Education will be expected to be smaller as well.
One Month Beta |Analyze IEC Education Demand Trend
Check current 30 days IEC Education correlation with market (DOW)
β = 0.3436

IEC Education Central Daily Price Deviation

IEC Education Technical Analysis

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

IEC Education Projected Return Density Against Market

Assuming 30 trading days horizon, IEC Education has beta of 0.3436 . This indicates as returns on market go up, IEC Education average returns are expected to increase less than the benchmark. However during bear market, the loss on holding IEC Education Ltd will be expected to be much smaller as well. Additionally, IEC Education Ltd 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 
Assuming 30 trading days horizon, the coefficient of variation of IEC Education is -287.97. The daily returns are destributed with a variance of 5.33 and standard deviation of 2.31. The mean deviation of IEC Education Ltd is currently at 1.69. For similar time horizon, the selected benchmark (DOW) has volatility of 1.22
α
Alpha over DOW
=0.88
β
Beta against DOW=0.34
σ
Overall volatility
=2.31
Ir
Information ratio =0.34

IEC Education Return Volatility

IEC Education Ltd accepts 2.3086% 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

IEC Education Volatility Factors

30 Days Market Risk

Extremely volatile

Chance of Distress in 24 months

Below average

30 Days Economic Sensitivity

Slowly supersedes market

Investment Outlook

IEC Education Investment Opportunity

IEC Education Ltd has a volatility of 2.31 and is 1.88 times more volatile than DOW. 20% of all equities and portfolios are less risky than IEC Education. Compared to the overall equity markets, volatility of historical daily returns of IEC Education Ltd is lower than 20 (%) of all global equities and portfolios over the last 30 days. Use IEC Education Ltd to enhance returns of your portfolios. The stock experiences very speculative upward sentiment.. Check odds of IEC Education to be traded at 1.9375 in 30 days. As returns on market increase, IEC Education returns are expected to increase less than the market. However during bear market, the loss on holding IEC Education will be expected to be smaller as well.

IEC Education correlation with market

correlation synergy
Average diversification
Overlapping area represents the amount of risk that can be diversified away by holding IEC Education Ltd and equity matching DJI index in the same portfolio.

IEC Education Volatility Indicators

IEC Education Ltd Current Risk Indicators

Please also check Risk vs Return Analysis. Please also try Portfolio File Import module to quickly import all of your third-party portfolios from your local drive in csv format.
Search macroaxis.com