## Manomay Tex (India) Risk Analysis And Volatility |

MANOMAY -- India Stock | ## INR 39.40 0.00 0.00% |

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 Manomay Tex which you can use to evaluate future volatility of the firm. Please verify Manomay Tex India Limited Risk Adjusted Performance of (0.046355) and Mean Deviation of 1.26 to check out if risk estimate we provide are consistent with the epected return of 0.0%.

Horizon | 30 Days Login to change |

## Manomay Tex Market Sensitivity

As returns on market increase, Manomay Tex returns are expected to increase less than the market. However during bear market, the loss on holding Manomay Tex will be expected to be smaller as well. 2 Months Beta |Analyze Manomay Tex India Demand TrendCheck current 30 days Manomay Tex correlation with market (DOW) β = 0.0021 | ## Manomay Tex Central Daily Price Deviation |

## Manomay Tex India Technical Analysis

Transformation |

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## Manomay Tex Projected Return Density Against Market

Assuming 30 trading days horizon, Manomay Tex has beta of 0.0021 indicating as returns on market go up, Manomay Tex average returns are expected to increase less than the benchmark. However during bear market, the loss on holding Manomay Tex India Limited will be expected to be much smaller as well. Additionally, The company has a negative alpha implying that the risk taken by holding this equity is not justified. Manomay Tex India is significantly underperforming DOW.α | Alpha over DOW | = | 0.07 | |

β | Beta against DOW | = | 0.0021 | |

σ | Overall volatility | = | 0.00 | |

Ir | Information ratio | = | 0.06 |

## Manomay Tex Return Volatility

the company accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 1.9038% risk (volatility on return distribution) over the 30 days horizon.## Market Risk Breakdown

### Manomay Tex Volatility Factors

## Investment Outlook

### Manomay Tex Investment Opportunity

DOW has a standard deviation of returns of 1.9 and is 9.223372036854776E16 times more volatile than Manomay Tex India Limited.

**0%**of all equities and portfolios are less risky than Manomay Tex. Compared to the overall equity markets, volatility of historical daily returns of Manomay Tex India Limited is lower than**0 (%)**of all global equities and portfolios over the last 30 days.## Manomay Tex Volatility Indicators

### Manomay Tex India Limited Current Risk Indicators

Risk Adjusted Performance | (0.046355) | ||

Market Risk Adjusted Performance | (34.94) | ||

Mean Deviation | 1.26 | ||

Coefficient Of Variation | (3,685) | ||

Standard Deviation | 2.34 | ||

Variance | 5.46 | ||

Information Ratio | (0.06) |

## Manomay Tex Pair Correlation

### Manomay Tex Suggested Diversification Pairs

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