MAGADH SUGAR (India) Risk Analysis And Volatility

MAGADSUGAR -- India Stock  

INR 87.75  1.65  1.92%

Macroaxis considers MAGADH SUGAR to be unknown risk. MAGADH SUGAR ENE has Sharpe Ratio of -0.5 which conveys that the company had -0.5% of return per unit of risk over the last 2 months. 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. MAGADH SUGAR exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to verify MAGADH SUGAR ENE Mean Deviation of 8.36 to check out risk estimate we provide.
Horizon     30 Days    Login   to change

MAGADH SUGAR Market Sensitivity

As returns on market increase, returns on owning MAGADH SUGAR are expected to decrease at a much smaller rate. During bear market, MAGADH SUGAR is likely to outperform the market.
2 Months Beta |Analyze MAGADH SUGAR ENE Demand Trend
Check current 30 days MAGADH SUGAR correlation with market (DOW)
β = -0.2455

MAGADH SUGAR Central Daily Price Deviation

MAGADH SUGAR ENE Technical Analysis

Transformation
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MAGADH SUGAR Projected Return Density Against Market

Assuming 30 trading days horizon, MAGADH SUGAR ENE has beta of -0.2455 indicating as returns on benchmark increase, returns on holding MAGADH SUGAR are expected to decrease at a much smaller rate. During bear market, however, MAGADH SUGAR ENE is likely to outperform the market. Additionally, The company has a negative alpha implying that the risk taken by holding this equity is not justified. MAGADH SUGAR ENE is significantly underperforming DOW.
 Predicted Return Density 
      Returns 
Assuming 30 trading days horizon, the coefficient of variation of MAGADH SUGAR is -200.0. The daily returns are destributed with a variance of 0.1 and standard deviation of 0.31. The mean deviation of MAGADH SUGAR ENE is currently at 0.23. For similar time horizon, the selected benchmark (DOW) has volatility of 1.79
α
Alpha over DOW
=0.16
β
Beta against DOW=0.25
σ
Overall volatility
=0.31
Ir
Information ratio =0.01

MAGADH SUGAR Return Volatility

the firm accepts 0.3115% volatility on return distribution over the 30 days horizon. the entity inherits 1.8776% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

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Investment Outlook

MAGADH SUGAR Investment Opportunity

DOW has a standard deviation of returns of 1.88 and is 6.06 times more volatile than MAGADH SUGAR ENE. 2% of all equities and portfolios are less risky than MAGADH SUGAR. Compared to the overall equity markets, volatility of historical daily returns of MAGADH SUGAR ENE is lower than 2 (%) of all global equities and portfolios over the last 30 days. Use MAGADH SUGAR ENE to enhance returns of your portfolios. The stock experiences large bullish trend. Check odds of MAGADH SUGAR to be traded at 96.53 in 30 days. . As returns on market increase, returns on owning MAGADH SUGAR are expected to decrease at a much smaller rate. During bear market, MAGADH SUGAR is likely to outperform the market.

MAGADH SUGAR correlation with market

correlation synergy
Good diversification
Overlapping area represents the amount of risk that can be diversified away by holding MAGADH SUGAR ENE and equity matching DJI index in the same portfolio.

MAGADH SUGAR Volatility Indicators

MAGADH SUGAR ENE Current Risk Indicators

Please see also Stocks Correlation. Please also try Headlines Timeline module to stay connected to all market stories and filter out noise. drill down to analyze hype elasticity.
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