KMC Speciality (India) Risk Analysis And Volatility Evaluation

KMCSHIL -- India Stock  

INR 14.65  0.10  0.69%

Macroaxis considers KMC Speciality to be unknown risk. KMC Speciality Hospitals retains Efficiency (Sharpe Ratio) of -0.1245 which conveys that KMC Speciality Hospitals had -0.1245% of return per unit of return volatility over the last 1 month. Macroaxis approach to 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. KMC Speciality exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to verify KMC Speciality Hospitals Ltd Market Risk Adjusted Performance of 1.13 and Mean Deviation of 2.21 to check out risk estimate we provide.
Horizon     30 Days    Login   to change

KMC Speciality Market Sensitivity

As returns on market increase, returns on owning KMC Speciality are expected to decrease at a much smaller rate. During bear market, KMC Speciality is likely to outperform the market.
One Month Beta |Analyze KMC Speciality Hospitals Demand Trend
Check current 30 days KMC Speciality correlation with market (DOW)
β = -0.25

KMC Speciality Central Daily Price Deviation

KMC Speciality Hospitals Technical Analysis

Transformation
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KMC Speciality Projected Return Density Against Market

Assuming 30 trading days horizon, KMC Speciality Hospitals Ltd has beta of -0.25 indicating as returns on benchmark increase, returns on holding KMC Speciality are expected to decrease at a much smaller rate. During bear market, however, KMC Speciality Hospitals Ltd is likely to outperform the market. Additionally, KMC Speciality Hospitals 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 KMC Speciality is -803.06. The daily returns are destributed with a variance of 9.31 and standard deviation of 3.05. The mean deviation of KMC Speciality Hospitals Ltd is currently at 2.0. For similar time horizon, the selected benchmark (DOW) has volatility of 1.22
α
Alpha over DOW
=0.3
β
Beta against DOW=0.25
σ
Overall volatility
=3.05
Ir
Information ratio =0.06

KMC Speciality Return Volatility

KMC Speciality Hospitals Ltd accepts 3.0513% volatility on return distribution over the 30 days horizon. DOW inherits 1.225% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

KMC Speciality Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity

Insignificant

Investment Outlook

KMC Speciality Investment Opportunity

KMC Speciality Hospitals Ltd has a volatility of 3.05 and is 2.48 times more volatile than DOW. 27% of all equities and portfolios are less risky than KMC Speciality. Compared to the overall equity markets, volatility of historical daily returns of KMC Speciality Hospitals Ltd is lower than 27 (%) of all global equities and portfolios over the last 30 days. Use KMC Speciality Hospitals Ltd to enhance returns of your portfolios. The stock experiences moderate upward volatility. Check odds of KMC Speciality to be traded at 16.12 in 30 days. As returns on market increase, returns on owning KMC Speciality are expected to decrease at a much smaller rate. During bear market, KMC Speciality is likely to outperform the market.

KMC Speciality correlation with market

correlation synergy
Good diversification
Overlapping area represents the amount of risk that can be diversified away by holding KMC Speciality Hospitals Ltd and equity matching DJI index in the same portfolio.

KMC Speciality Volatility Indicators

KMC Speciality Hospitals Ltd Current Risk Indicators

Please see also Stocks Correlation. Please also try Instant Ratings module to determine any equity ratings based on digital recommendations. macroaxis instant equity ratings are based on combination of fundamental analysis and risk-adjusted market performance.
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