KMC Speciality (India) Risk Analysis And Volatility

KMCSHIL -- India Stock  

INR 11.34  1.25  9.93%

Macroaxis considers KMC Speciality to be unusually risky. KMC Speciality Hospitals retains Efficiency (Sharpe Ratio) of -0.0309 which conveys that the firm had -0.0309% of return per unit of return volatility over the last 2 months. 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 Mean Deviation of 2.87, Market Risk Adjusted Performance of 0.106 and Downside Deviation of 4.92 to check out risk estimate we provide.
Horizon     30 Days    Login   to change

KMC Speciality Market Sensitivity

As returns on market increase, KMC Speciality returns are expected to increase less than the market. However during bear market, the loss on holding KMC Speciality will be expected to be smaller as well.
2 Months Beta |Analyze KMC Speciality Hospitals Demand Trend
Check current 30 days KMC Speciality correlation with market (DOW)
β = 0.4354

KMC Speciality Central Daily Price Deviation

KMC Speciality Hospitals Technical Analysis

The output start index for this execution was zero with a total number of output elements of thirty-nine. KMC Speciality Hospitals 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.

KMC Speciality Projected Return Density Against Market

Assuming 30 trading days horizon, KMC Speciality has beta of 0.4354 indicating as returns on market go up, KMC Speciality average returns are expected to increase less than the benchmark. However during bear market, the loss on holding KMC Speciality Hospitals Ltd will be expected to be much smaller as well. Moreover, The company has an alpha of 0.0108 implying that it can potentially generate 0.0108% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
Assuming 30 trading days horizon, the coefficient of variation of KMC Speciality is -3234.41. The daily returns are destributed with a variance of 33.98 and standard deviation of 5.83. The mean deviation of KMC Speciality Hospitals Ltd is currently at 3.0. For similar time horizon, the selected benchmark (DOW) has volatility of 1.79
Alpha over DOW
Beta against DOW=0.44
Overall volatility
Information ratio =0.0055

KMC Speciality Return Volatility

the business accepts 5.8296% volatility on return distribution over the 30 days horizon. the entity inherits 1.9131% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%)