LKP Securities (India) Risk Analysis And Volatility Evaluation

LKPSEC -- India Stock  

INR 13.50  1.05  8.43%

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 LKP Securities which you can use to evaluate future volatility of the firm. Please verify LKP Securities Limited Risk Adjusted Performance of 0.10 and Mean Deviation of 3.29 to check out if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

LKP Securities Market Sensitivity

As returns on market increase, LKP Securities returns are expected to increase less than the market. However during bear market, the loss on holding LKP Securities will be expected to be smaller as well.
One Month Beta |Analyze LKP Securities Limited Demand Trend
Check current 30 days LKP Securities correlation with market (DOW)
β = 0.7147

LKP Securities Central Daily Price Deviation

LKP Securities Limited 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.

LKP Securities Projected Return Density Against Market

Assuming 30 trading days horizon, LKP Securities has beta of 0.7147 indicating as returns on market go up, LKP Securities average returns are expected to increase less than the benchmark. However during bear market, the loss on holding LKP Securities Limited will be expected to be much smaller as well. Additionally, LKP Securities Limited 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 
α
Alpha over DOW
=0.39
β
Beta against DOW=0.71
σ
Overall volatility
=0.00
Ir
Information ratio =0.08

LKP Securities Return Volatility

LKP Securities Limited accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.1692% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

LKP Securities Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity

Insignificant

Investment Outlook

LKP Securities Investment Opportunity

DOW has a standard deviation of returns of 1.17 and is 9.223372036854776E16 times more volatile than LKP Securities Limited. 0% of all equities and portfolios are less risky than LKP Securities. Compared to the overall equity markets, volatility of historical daily returns of LKP Securities Limited is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use LKP Securities Limited to enhance returns of your portfolios. The stock experiences very speculative upward sentiment.. Check odds of LKP Securities to be traded at 16.88 in 30 days. As returns on market increase, LKP Securities returns are expected to increase less than the market. However during bear market, the loss on holding LKP Securities will be expected to be smaller as well.

LKP Securities correlation with market

correlation synergy
Average diversification
Overlapping area represents the amount of risk that can be diversified away by holding LKP Securities Limited and equity matching DJI index in the same portfolio.

LKP Securities Volatility Indicators

LKP Securities Limited Current Risk Indicators

Please see also Stocks Correlation. Please also try Analyst Recommendations module to analyst recommendations and target price estimates broken down by several categories.
Search macroaxis.com