KIRAN VYAPAR (India) Risk Analysis And Volatility Evaluation

KIRANVYPAR -- India Stock  

INR 126.95  1.25  0.99%

Macroaxis considers KIRAN VYAPAR to be not too risky. KIRAN VYAPAR LTD has Sharpe Ratio of -0.1778 which conveys that KIRAN VYAPAR LTD had -0.1778% of return per unit of volatility over the last 1 month. Macroaxis approach towards estimating 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. KIRAN VYAPAR exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to verify KIRAN VYAPAR LTD Risk Adjusted Performance of 0.07 and Mean Deviation of 1.62 to check out risk estimate we provide.
Horizon     30 Days    Login   to change

KIRAN VYAPAR Market Sensitivity

KIRAN VYAPAR returns are very sensitive to returns on the market. As market goes up or down, KIRAN VYAPAR is expected to follow.
One Month Beta |Analyze KIRAN VYAPAR LTD Demand Trend
Check current 30 days KIRAN VYAPAR correlation with market (DOW)
β = 1.1195
KIRAN VYAPAR llmost one BetaKIRAN VYAPAR LTD Beta Legend

KIRAN VYAPAR LTD Technical Analysis

Transformation
The output start index for this execution was zero with a total number of output elements of seventeen. KIRAN VYAPAR LTD 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.

KIRAN VYAPAR Projected Return Density Against Market

Assuming 30 trading days horizon, the stock has beta coefficient of 1.1195 indicating KIRAN VYAPAR LTD market returns are very sensitive to returns on the market. As the market benchmark goes up or down, KIRAN VYAPAR is expected to follow. Additionally, KIRAN VYAPAR 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 KIRAN VYAPAR is -562.36. The daily returns are destributed with a variance of 4.29 and standard deviation of 2.07. The mean deviation of KIRAN VYAPAR LTD is currently at 1.65. For similar time horizon, the selected benchmark (DOW) has volatility of 0.45
α
Alpha over DOW
=0.55
β
Beta against DOW=1.12
σ
Overall volatility
=2.07
Ir
Information ratio =0.27

KIRAN VYAPAR Return Volatility

KIRAN VYAPAR LTD accepts 2.072% volatility on return distribution over the 30 days horizon. DOW inherits 0.4487% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

KIRAN VYAPAR Volatility Factors

30 Days Market Risk

Not too risky

Chance of Distress in 24 months

Below average

30 Days Economic Sensitivity

Almost mirrors market

Investment Outlook

KIRAN VYAPAR Investment Opportunity

KIRAN VYAPAR LTD has a volatility of 2.07 and is 4.6 times more volatile than DOW. 18% of all equities and portfolios are less risky than KIRAN VYAPAR. Compared to the overall equity markets, volatility of historical daily returns of KIRAN VYAPAR LTD is lower than 18 (%) of all global equities and portfolios over the last 30 days. Use KIRAN VYAPAR LTD to enhance returns of your portfolios. The stock experiences moderate upward volatility. Check odds of KIRAN VYAPAR to be traded at 139.65 in 30 days. KIRAN VYAPAR returns are very sensitive to returns on the market. As market goes up or down, KIRAN VYAPAR is expected to follow.

KIRAN VYAPAR correlation with market

Modest diversification
Overlapping area represents the amount of risk that can be diversified away by holding KIRAN VYAPAR LTD and equity matching DJI index in the same portfolio.

KIRAN VYAPAR Volatility Indicators

KIRAN VYAPAR LTD Current Risk Indicators

Please see also Stocks Correlation. Please also try Focused Opportunities module to build portfolios using our predefined set of ideas and optimize them against your investing preferences.
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