|Horizon||30 Days Login to change|
Kokuyo Camlin Market Sensitivity
Kokuyo Camlin Limited Technical Analysis
Kokuyo Camlin Projected Return Density Against MarketAssuming 30 trading days horizon, Kokuyo Camlin has beta of 0.1055 indicating as returns on market go up, Kokuyo Camlin average returns are expected to increase less than the benchmark. However during bear market, the loss on holding Kokuyo Camlin Limited will be expected to be much smaller as well. Additionally, Kokuyo Camlin Limited has a negative alpha implying that the risk taken by holding this equity is not justified. The company is significantly underperforming DOW
Kokuyo Camlin Return VolatilityKokuyo Camlin Limited accepts 4.1891% volatility on return distribution over the 30 days horizon. DOW inherits 1.3198% risk (volatility on return distribution) over the 30 days horizon.