LKP Securities (India) Risk Analysis And Volatility Evaluation

LKPSEC -- India Stock  

INR 15.20  0.75  4.70%

Macroaxis considers LKP Securities to be not very volatile. LKP Securities Limited has Sharpe Ratio of -0.0634 which conveys that LKP Securities Limited had -0.0634% of return per unit of volatility over the last 1 month. Macroaxis approach towards 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. LKP Securities exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to verify LKP Securities Limited Risk Adjusted Performance of 0.016102 and Mean Deviation of 2.18 to check out risk estimate we provide.
Horizon     30 Days    Login   to change

LKP Securities Market Sensitivity

As market goes up, the company is expected to significantly outperform it. However, if the market returns are negative, LKP Securities will likely underperform.
One Month Beta |Analyze LKP Securities Limited Demand Trend
Check current 30 days LKP Securities correlation with market (DOW)
β = 1.4312
LKP Securities Large BetaLKP Securities Limited Beta Legend

LKP Securities Limited Technical Analysis

Transformation
The output start index for this execution was zero with a total number of output elements of seventeen. LKP Securities Limited 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.

LKP Securities Projected Return Density Against Market

Assuming 30 trading days horizon, the stock has beta coefficient of 1.4312 indicating as the benchmark fluctuates upward, the company is expected to outperform it on average. However, if the benchmark returns are expected to be negative, LKP Securities will likely underperform. 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 
Assuming 30 trading days horizon, the coefficient of variation of LKP Securities is -1576.9. The daily returns are destributed with a variance of 7.51 and standard deviation of 2.74. The mean deviation of LKP Securities Limited is currently at 2.05. For similar time horizon, the selected benchmark (DOW) has volatility of 0.45
α
Alpha over DOW
=0.4
β
Beta against DOW=1.43
σ
Overall volatility
=2.74
Ir
Information ratio =0.12

LKP Securities Return Volatility

LKP Securities Limited accepts 2.7398% volatility on return distribution over the 30 days horizon. DOW inherits 0.4487% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

LKP Securities Volatility Factors

30 Days Market Risk

Not very volatile

Chance of Distress in 24 months

High

30 Days Economic Sensitivity

Totally responsive to market

Investment Outlook

LKP Securities Investment Opportunity

LKP Securities Limited has a volatility of 2.74 and is 6.09 times more volatile than DOW. 24% 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 24 (%) of all global equities and portfolios over the last 30 days. Use LKP Securities Limited to protect against small markets fluctuations. The stock experiences very speculative upward sentiment.. Check odds of LKP Securities to be traded at 14.44 in 30 days. As market goes up, the company is expected to significantly outperform it. However, if the market returns are negative, LKP Securities will likely underperform.

LKP Securities correlation with market

Modest 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 Money Flow Index module to determine momentum by analyzing money flow index and other technical indicators.
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