Intellect Design (India) Risk Analysis And Volatility Evaluation

INTELLECT -- India Stock  

INR 262.75  2.95  1.14%

Macroaxis considers Intellect Design not too risky given 1 month investment horizon. Intellect Design Arena holds Efficiency (Sharpe) Ratio of 0.0834 which attests that Intellect Design Arena had 0.0834% of return per unit of risk over the last 1 month. Our philosophy 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 Intellect Design Arena which you can use to evaluate future volatility of the corporation. Please utilize Intellect Design Downside Deviation of 2.2, Market Risk Adjusted Performance of 0.1978 and Risk Adjusted Performance of 0.0472 to validate if our risk estimates are consistent with your expectations.
Horizon     30 Days    Login   to change

Intellect Design Market Sensitivity

As market goes up, the company is expected to significantly outperform it. However, if the market returns are negative, Intellect Design will likely underperform.
One Month Beta |Analyze Intellect Design Arena Demand Trend
Check current 30 days Intellect Design correlation with market (DOW)
β = 1.9491
Intellect Design Large BetaIntellect Design Arena Beta Legend

Intellect Design Arena Technical Analysis

Transformation
The output start index for this execution was zero with a total number of output elements of seventeen. Intellect Design Arena 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.

Intellect Design Projected Return Density Against Market

Assuming 30 trading days horizon, the stock has beta coefficient of 1.9491 . 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, Intellect Design will likely underperform. Moreover, Intellect Design Arena Limited has an alpha of 0.187 implying that it can potentially generate 0.187% 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 Intellect Design is 1198.91. The daily returns are destributed with a variance of 16.87 and standard deviation of 4.11. The mean deviation of Intellect Design Arena Limited is currently at 2.66. For similar time horizon, the selected benchmark (DOW) has volatility of 0.38
α
Alpha over DOW
=0.19
β
Beta against DOW=1.95
σ
Overall volatility
=4.11
Ir
Information ratio =0.07

Intellect Design Return Volatility

Intellect Design Arena Limited accepts 4.1074% volatility on return distribution over the 30 days horizon. DOW inherits 0.389% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Intellect Design Volatility Factors

30 Days Market Risk

Not too risky

Chance of Distress in 24 months

Almost imposible

30 Days Economic Sensitivity

Very susceptible to market

Investment Outlook

Intellect Design Investment Opportunity

Intellect Design Arena Limited has a volatility of 4.11 and is 10.54 times more volatile than DOW. 37% 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 37 (%) of all global equities and portfolios over the last 30 days. Use Intellect Design Arena Limited to enhance returns of your portfolios. The stock experiences large bullish trend. Check odds of Intellect Design to be traded at 289.03 in 30 days. As market goes up, the company is expected to significantly outperform it. However, if the market returns are negative, Intellect Design will likely underperform.

Intellect Design correlation with market

Modest 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 Portfolio Suggestion module to get suggestions outside of your existing asset allocation including your own model portfolios.
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