Intellect Design (India) Risk Analysis And Volatility

INTELLECT -- India Stock  

INR 179.00  3.85  2.11%

Macroaxis considers Intellect Design to be unknown risk. Intellect Design Arena holds Efficiency (Sharpe) Ratio of -0.2774 which attests that the entity had -0.2774% 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. Intellect Design Arena exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to check out Intellect Design Market Risk Adjusted Performance of (5.15) and Risk Adjusted Performance of (0.21) to validate risk estimate we provide.
Horizon     30 Days    Login   to change

Intellect Design Market Sensitivity

As returns on market increase, Intellect Design returns are expected to increase less than the market. However during bear market, the loss on holding Intellect Design will be expected to be smaller as well.
2 Months Beta |Analyze Intellect Design Arena Demand Trend
Check current 30 days Intellect Design correlation with market (DOW)
β = 0.0633

Intellect Design Central Daily Price Deviation

Intellect Design Arena Technical Analysis

Transformation
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Intellect Design Projected Return Density Against Market

Assuming 30 trading days horizon, Intellect Design has beta of 0.0633 . This indicates as returns on market go up, Intellect Design average returns are expected to increase less than the benchmark. However during bear market, the loss on holding Intellect Design Arena 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. Intellect Design Arena is significantly underperforming DOW.
 Predicted Return Density 
      Returns 
Assuming 30 trading days horizon, the coefficient of variation of Intellect Design is -360.5. The daily returns are destributed with a variance of 6.17 and standard deviation of 2.48. The mean deviation of Intellect Design Arena Limited is currently at 1.73. For similar time horizon, the selected benchmark (DOW) has volatility of 1.79
α
Alpha over DOW
=0.33
β
Beta against DOW=0.06
σ
Overall volatility
=2.48
Ir
Information ratio =0.15

Intellect Design Return Volatility

the firm accepts 2.4846% 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

Intellect Design Volatility Factors

60 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

60 Days Economic Sensitivity

Insignificant

Investment Outlook

Intellect Design Investment Opportunity

Intellect Design Arena Limited has a volatility of 2.48 and is 1.3 times more volatile than DOW. 22% of all equities and portfolios are less risky than Intellect Design. Compared to the overall equity markets, volatility of historical daily returns of Intellect Design Arena Limited is lower than 22 (%) of all global equities and portfolios over the last 30 days. Use Intellect Design Arena Limited to protect your portfolios against small markets fluctuations. The stock experiences unexpected downward movement. The market is reacting to new fundamentals. Check odds of Intellect Design to be traded at 171.84 in 30 days. . As returns on market increase, Intellect Design returns are expected to increase less than the market. However during bear market, the loss on holding Intellect Design will be expected to be smaller as well.

Intellect Design correlation with market

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

Intellect Design Volatility Indicators

Intellect Design Arena Limited Current Risk Indicators

Please also check Risk vs Return Analysis. Please also try Positions Ratings module to determine portfolio positions ratings based on digital equity recommendations. macroaxis instant position ratings are based on combination of fundamental analysis and risk-adjusted market performance.
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