KIRAN VYAPAR (India) Risk Analysis And Volatility

KIRANVYPAR -- India Stock  

INR 125.00  9.00  7.76%

Macroaxis considers KIRAN VYAPAR unknown risk given 2 months investment horizon. KIRAN VYAPAR LTD has Sharpe Ratio of 0.2011 which conveys that the firm had 0.2011% of return per unit of volatility over the last 2 months. Our approach towards estimating volatility of a stock is to use all available market data together with stock specific technical indicators that cannot be diversified away. By inspecting KIRAN VYAPAR LTD technical indicators you can now evaluate if the expected return of 0.5924% is justified by implied risk. Please exercise KIRAN VYAPAR LTD Mean Deviation of 1.34 and Risk Adjusted Performance of 0.0831 to check out if our risk estimates are consistent with your expectations.
Horizon     30 Days    Login   to change

KIRAN VYAPAR Market Sensitivity

As returns on market increase, KIRAN VYAPAR returns are expected to increase less than the market. However during bear market, the loss on holding KIRAN VYAPAR will be expected to be smaller as well.
2 Months Beta |Analyze KIRAN VYAPAR LTD Demand Trend
Check current 30 days KIRAN VYAPAR correlation with market (DOW)
β = 0.154

KIRAN VYAPAR Central Daily Price Deviation

KIRAN VYAPAR LTD Technical Analysis

Transformation
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KIRAN VYAPAR Projected Return Density Against Market

Assuming 30 trading days horizon, KIRAN VYAPAR has beta of 0.154 indicating as returns on market go up, KIRAN VYAPAR average returns are expected to increase less than the benchmark. However during bear market, the loss on holding KIRAN VYAPAR LTD will be expected to be much smaller as well. Moreover, The company has an alpha of 0.0756 implying that it can potentially generate 0.0756% 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 KIRAN VYAPAR is 497.27. The daily returns are destributed with a variance of 8.68 and standard deviation of 2.95. The mean deviation of KIRAN VYAPAR LTD is currently at 2.01. For similar time horizon, the selected benchmark (DOW) has volatility of 1.79
α
Alpha over DOW
=0.08
β
Beta against DOW=0.15
σ
Overall volatility
=2.95
Ir
Information ratio =0.0072

KIRAN VYAPAR Return Volatility

the company accepts 2.9457% volatility on return distribution over the 30 days horizon. the entity inherits 1.8964% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

KIRAN VYAPAR Volatility Factors

60 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

60 Days Economic Sensitivity

Insignificant

Investment Outlook

KIRAN VYAPAR Investment Opportunity

KIRAN VYAPAR LTD has a volatility of 2.95 and is 1.55 times more volatile than DOW. 26% 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 26 (%) of all global equities and portfolios over the last 30 days. Use KIRAN VYAPAR LTD to enhance returns of your portfolios. The stock experiences very speculative upward sentiment. . Check odds of KIRAN VYAPAR to be traded at 156.25 in 30 days. . As returns on market increase, KIRAN VYAPAR returns are expected to increase less than the market. However during bear market, the loss on holding KIRAN VYAPAR will be expected to be smaller as well.

KIRAN VYAPAR correlation with market

correlation synergy
Average 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 Pattern Recognition module to use different pattern recognition models to time the market across multiple global exchanges.
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