IndusInd Bank (India) Risk Analysis And Volatility

INDUSINDBK -- India Stock  

INR 1,497  14.60  0.97%

Macroaxis considers IndusInd Bank to be unknown risk. IndusInd Bank Limited holds Efficiency (Sharpe) Ratio of -0.1122 which attests that the entity had -0.1122% of return per unit of risk over the last 2 months. Macroaxis philosophy towards 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. IndusInd Bank Limited exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to check out IndusInd Bank Risk Adjusted Performance of (0.039703) and Market Risk Adjusted Performance of (0.33) to validate risk estimate we provide.
Horizon     30 Days    Login   to change

IndusInd Bank Market Sensitivity

As returns on market increase, IndusInd Bank returns are expected to increase less than the market. However during bear market, the loss on holding IndusInd Bank will be expected to be smaller as well.
2 Months Beta |Analyze IndusInd Bank Limited Demand Trend
Check current 30 days IndusInd Bank correlation with market (DOW)
β = 0.1341

IndusInd Bank Central Daily Price Deviation

IndusInd Bank 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.

IndusInd Bank Projected Return Density Against Market

Assuming 30 trading days horizon, IndusInd Bank has beta of 0.1341 . This indicates as returns on market go up, IndusInd Bank average returns are expected to increase less than the benchmark. However during bear market, the loss on holding IndusInd Bank Limited will be expected to be much smaller as well. Additionally, The company has a negative alpha implying that the risk taken by holding this equity is not justified. IndusInd Bank Limited is significantly underperforming DOW.
 Predicted Return Density 
      Returns 
Assuming 30 trading days horizon, the coefficient of variation of IndusInd Bank is -891.21. The daily returns are destributed with a variance of 2.26 and standard deviation of 1.5. The mean deviation of IndusInd Bank Limited is currently at 1.15. For similar time horizon, the selected benchmark (DOW) has volatility of 1.79
α
Alpha over DOW
=0.06
β
Beta against DOW=0.13
σ
Overall volatility
=1.50
Ir
Information ratio =0.07

IndusInd Bank Return Volatility

the corporation accepts 1.5021% volatility on return distribution over the 30 days horizon. the entity inherits 1.9131% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

IndusInd Bank Volatility Factors

60 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

60 Days Economic Sensitivity

Insignificant

Investment Outlook

IndusInd Bank Investment Opportunity

DOW has a standard deviation of returns of 1.91 and is 1.27 times more volatile than IndusInd Bank Limited. 13% of all equities and portfolios are less risky than IndusInd Bank. Compared to the overall equity markets, volatility of historical daily returns of IndusInd Bank Limited is lower than 13 (%) of all global equities and portfolios over the last 30 days. Use IndusInd Bank Limited to protect your portfolios against small markets fluctuations. The stock experiences moderate downward daily trend and can be a good diversifier. Check odds of IndusInd Bank to be traded at 1466.62 in 30 days. . As returns on market increase, IndusInd Bank returns are expected to increase less than the market. However during bear market, the loss on holding IndusInd Bank will be expected to be smaller as well.

IndusInd Bank correlation with market

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

IndusInd Bank Volatility Indicators

IndusInd Bank Limited Current Risk Indicators

Please also check Risk vs Return Analysis. Please also try Fund Screener module to find activelly-traded funds from around the world traded on over 30 global exchanges.
Search macroaxis.com