LKP Securities (India) Risk Analysis And Volatility

LKPSEC -- India Stock  

INR 12.60  0.83  6.18%

We consider LKP Securities unknown risk. LKP Securities has Sharpe Ratio of 0.0028 which conveys that the firm had 0.0028% of return per unit of volatility over the last 2 months. 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 0.0278 and Mean Deviation of 3.17 to check out if risk estimate we provide are consistent with the epected return of 0.0097%.
Horizon     30 Days    Login   to change

LKP Securities Market Sensitivity

As returns on market increase, returns on owning LKP Securities are expected to decrease at a much smaller rate. During bear market, LKP Securities is likely to outperform the market.
2 Months Beta |Analyze LKP Securities Demand Trend
Check current 30 days LKP Securities correlation with market (DOW)
β = -0.3323

LKP Securities Central Daily Price Deviation

LKP Securities 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 Limited has beta of -0.3323 indicating as returns on benchmark increase, returns on holding LKP Securities are expected to decrease at a much smaller rate. During bear market, however, LKP Securities Limited is likely to outperform the market. Moreover, The company has an alpha of 0.0648 implying that it can potentially generate 0.0648% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
Assuming 30 trading days horizon, the coefficient of variation of LKP Securities is 35683.51. The daily returns are destributed with a variance of 11.88 and standard deviation of 3.45. The mean deviation of LKP Securities Limited is currently at 2.31. For similar time horizon, the selected benchmark (DOW) has volatility of 1.79
α
Alpha over DOW
=0.06
β
Beta against DOW=0.33
σ
Overall volatility
=3.45
Ir
Information ratio =0.0073

LKP Securities Return Volatility

the company accepts 3.4463% volatility on return distribution over the 30 days horizon. the entity inherits 1.9038% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

LKP Securities Volatility Factors

60 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

60 Days Economic Sensitivity

Insignificant

Investment Outlook

LKP Securities Investment Opportunity

LKP Securities Limited has a volatility of 3.45 and is 1.82 times more volatile than DOW. 31% 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 31 (%) of all global equities and portfolios over the last 30 days. Use LKP Securities Limited to protect your portfolios against small markets fluctuations. The stock experiences very speculative upward sentiment. Check odds of LKP Securities to be traded at 11.97 in 30 days. . As returns on market increase, returns on owning LKP Securities are expected to decrease at a much smaller rate. During bear market, LKP Securities is likely to outperform the market.

LKP Securities correlation with market

correlation synergy
Good 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 Idea Optimizer module to use advanced portfolio builder with pre-computed micro ideas to build optimal portfolio .
Search macroaxis.com