MBL Infrastructures (India) Risk Analysis And Volatility Evaluation

MBLINFRA -- India Stock  

INR 14.60  0.10  0.68%

We consider MBL Infrastructures unknown risk. MBL Infrastructures has Sharpe Ratio of 0.0886 which conveys that MBL Infrastructures had 0.0886% of return per unit of volatility over the last 1 month. Our way of 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 MBL Infrastructures which you can use to evaluate future volatility of the entity. Please verify MBL Infrastructures Limited Market Risk Adjusted Performance of 0.2918 and Mean Deviation of 2.3 to check out if risk estimate we provide are consistent with the epected return of 0.1453%.
Horizon     30 Days    Login   to change

MBL Infrastructures Market Sensitivity

MBL Infrastructures Technical Analysis

Transformation
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MBL Infrastructures Projected Return Density Against Market

Assuming 30 trading days horizon, MBL Infrastructures Limited has beta of -0.8957 indicating Additionally, MBL Infrastructures 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 MBL Infrastructures is 1128.94. The daily returns are destributed with a variance of 2.69 and standard deviation of 1.64. The mean deviation of MBL Infrastructures Limited is currently at 1.18. For similar time horizon, the selected benchmark (DOW) has volatility of 1.22
α
Alpha over DOW
=0.32
β
Beta against DOW=0.9
σ
Overall volatility
=1.64
Ir
Information ratio =0.04

MBL Infrastructures Return Volatility

MBL Infrastructures Limited accepts 1.6401% volatility on return distribution over the 30 days horizon. DOW inherits 1.1967% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

MBL Infrastructures Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity

Insignificant

Investment Outlook

MBL Infrastructures Investment Opportunity

MBL Infrastructures Limited has a volatility of 1.64 and is 1.37 times more volatile than DOW. 14% of all equities and portfolios are less risky than MBL Infrastructures. Compared to the overall equity markets, volatility of historical daily returns of MBL Infrastructures Limited is lower than 14 (%) of all global equities and portfolios over the last 30 days. Use MBL Infrastructures Limited to protect against small markets fluctuations. The stock experiences moderate downward daily trend and can be a good diversifier. Check odds of MBL Infrastructures to be traded at 14.31 in 30 days.

MBL Infrastructures correlation with market

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

MBL Infrastructures Volatility Indicators

MBL Infrastructures Limited Current Risk Indicators

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