KIRAN VYAPAR (India) Risk Analysis And Volatility Evaluation

KIRANVYPAR -- India Stock  

INR 111.00  3.80  3.31%

We consider KIRAN VYAPAR unknown risk. KIRAN VYAPAR LTD has Sharpe Ratio of 0.0477 which conveys that KIRAN VYAPAR LTD had 0.0477% of return per unit of volatility over the last 1 month. 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. We have found twenty-one technical indicators for KIRAN VYAPAR which you can use to evaluate future volatility of the firm. Please verify KIRAN VYAPAR LTD Risk Adjusted Performance of 0.042469 and Mean Deviation of 2.59 to check out if risk estimate we provide are consistent with the epected return of 0.1264%.
Horizon     30 Days    Login   to change

KIRAN VYAPAR Market Sensitivity

As returns on market increase, returns on owning KIRAN VYAPAR are expected to decrease at a much smaller rate. During bear market, KIRAN VYAPAR is likely to outperform the market.
One Month Beta |Analyze KIRAN VYAPAR LTD Demand Trend
Check current 30 days KIRAN VYAPAR correlation with market (DOW)
β = -0.0708

KIRAN VYAPAR Central Daily Price Deviation

KIRAN VYAPAR LTD 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.

KIRAN VYAPAR Projected Return Density Against Market

Assuming 30 trading days horizon, KIRAN VYAPAR LTD has beta of -0.0708 indicating as returns on benchmark increase, returns on holding KIRAN VYAPAR are expected to decrease at a much smaller rate. During bear market, however, KIRAN VYAPAR LTD is likely to outperform the market. 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 2096.08. The daily returns are destributed with a variance of 7.03 and standard deviation of 2.65. The mean deviation of KIRAN VYAPAR LTD is currently at 1.73. For similar time horizon, the selected benchmark (DOW) has volatility of 1.22
α
Alpha over DOW
=0.17
β
Beta against DOW=0.07
σ
Overall volatility
=2.65
Ir
Information ratio =0.02

KIRAN VYAPAR Return Volatility

KIRAN VYAPAR LTD accepts 2.6505% volatility on return distribution over the 30 days horizon. DOW inherits 1.1955% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

KIRAN VYAPAR Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity

Insignificant

Investment Outlook

KIRAN VYAPAR Investment Opportunity

KIRAN VYAPAR LTD has a volatility of 2.65 and is 2.21 times more volatile than DOW. 24% 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 24 (%) of all global equities and portfolios over the last 30 days. Use KIRAN VYAPAR LTD to protect against small markets fluctuations. The stock experiences unexpected downward movement. The market is reacting to new fundamentals. Check odds of KIRAN VYAPAR to be traded at 106.56 in 30 days. As returns on market increase, returns on owning KIRAN VYAPAR are expected to decrease at a much smaller rate. During bear market, KIRAN VYAPAR is likely to outperform the market.

KIRAN VYAPAR correlation with market

correlation synergy
Good 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 Companies Directory module to evaluate performance of over 100,000 stocks, funds, and etfs against different fundamentals.
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