Mafatlal Industries (India) Risk Analysis And Volatility Evaluation

MAFATIND -- India Stock  

INR 160.00  6.95  4.16%

Our philosophy 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 Mafatlal Industries which you can use to evaluate future volatility of the firm. Please verify Mafatlal Industries Limited Mean Deviation of 1.27 and Risk Adjusted Performance of 0.016757 to check out if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

Mafatlal Industries Market Sensitivity

As returns on market increase, returns on owning Mafatlal Industries are expected to decrease at a much smaller rate. During bear market, Mafatlal Industries is likely to outperform the market.
One Month Beta |Analyze Mafatlal Industries Demand Trend
Check current 30 days Mafatlal Industries correlation with market (DOW)
β = -0.6119

Mafatlal Industries Central Daily Price Deviation

Mafatlal Industries 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.

Mafatlal Industries Projected Return Density Against Market

Assuming 30 trading days horizon, Mafatlal Industries Limited has beta of -0.6119 indicating as returns on benchmark increase, returns on holding Mafatlal Industries are expected to decrease at a much smaller rate. During bear market, however, Mafatlal Industries Limited is likely to outperform the market. Additionally, Mafatlal Industries 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
=0.1
β
Beta against DOW=0.61
σ
Overall volatility
=0.00
Ir
Information ratio =0.0098

Mafatlal Industries Return Volatility

Mafatlal Industries Limited accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.1996% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Mafatlal Industries Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity

Insignificant

Investment Outlook

Mafatlal Industries Investment Opportunity

DOW has a standard deviation of returns of 1.2 and is 9.223372036854776E16 times more volatile than Mafatlal Industries Limited. 0% of all equities and portfolios are less risky than Mafatlal Industries. Compared to the overall equity markets, volatility of historical daily returns of Mafatlal Industries Limited is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use Mafatlal Industries Limited to protect against small markets fluctuations. The stock experiences very speculative upward sentiment.. Check odds of Mafatlal Industries to be traded at 152.0 in 30 days. As returns on market increase, returns on owning Mafatlal Industries are expected to decrease at a much smaller rate. During bear market, Mafatlal Industries is likely to outperform the market.

Mafatlal Industries correlation with market

correlation synergy
Very good diversification
Overlapping area represents the amount of risk that can be diversified away by holding Mafatlal Industries Limited and equity matching DJI index in the same portfolio.

Mafatlal Industries Volatility Indicators

Mafatlal Industries Limited Current Risk Indicators

Please see also Stocks Correlation. Please also try Insider Screener module to find insiders across different sectors to evaluate their impact on performance.
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