IITL PROJECTS (India) Risk Analysis And Volatility Evaluation

IITLPROJ -- India Stock  

INR 26.75  0.00  0.00%

Our approach towards 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 IITL PROJECTS LIMITED which you can use to evaluate future volatility of the corporation. Please check out IITL PROJECTS Risk Adjusted Performance of 0.2627 and Market Risk Adjusted Performance of 0.8352 to validate if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

IITL PROJECTS Market Sensitivity

As returns on market increase, IITL PROJECTS returns are expected to increase less than the market. However during bear market, the loss on holding IITL PROJECTS will be expected to be smaller as well.
One Month Beta |Analyze IITL PROJECTS LIMITED Demand Trend
Check current 30 days IITL PROJECTS correlation with market (DOW)
β = 0.2579

IITL PROJECTS Central Daily Price Deviation

IITL PROJECTS 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.

IITL PROJECTS Projected Return Density Against Market

Assuming 30 trading days horizon, IITL PROJECTS has beta of 0.2579 . This indicates as returns on market go up, IITL PROJECTS average returns are expected to increase less than the benchmark. However during bear market, the loss on holding IITL PROJECTS LIMITED will be expected to be much smaller as well. Moreover, IITL PROJECTS LIMITED has an alpha of 0.2333 implying that it can potentially generate 0.2333% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.23
β
Beta against DOW=0.26
σ
Overall volatility
=0.00
Ir
Information ratio =0.28

IITL PROJECTS Return Volatility

IITL PROJECTS LIMITED accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.3198% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

IITL PROJECTS Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity

Insignificant

Investment Outlook

IITL PROJECTS Investment Opportunity

DOW has a standard deviation of returns of 1.32 and is 9.223372036854776E16 times more volatile than IITL PROJECTS LIMITED. 0% of all equities and portfolios are less risky than IITL PROJECTS. Compared to the overall equity markets, volatility of historical daily returns of IITL PROJECTS LIMITED is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use IITL PROJECTS LIMITED to protect against small markets fluctuations. The stock experiences normal downward trend, but the immediate impact on correlations cannot be determined at the moment . Check odds of IITL PROJECTS to be traded at 26.48 in 30 days. As returns on market increase, IITL PROJECTS returns are expected to increase less than the market. However during bear market, the loss on holding IITL PROJECTS will be expected to be smaller as well.

IITL PROJECTS correlation with market

correlation synergy
Weak diversification
Overlapping area represents the amount of risk that can be diversified away by holding IITL PROJECTS LIMITED and equity matching DJI index in the same portfolio.

IITL PROJECTS Volatility Indicators

IITL PROJECTS LIMITED Current Risk Indicators

Please also check Risk vs Return Analysis. Please also try Portfolio Suggestion module to get suggestions outside of your existing asset allocation including your own model portfolios.
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