MBL Infrastructures (India) Risk Analysis And Volatility Evaluation

MBLINFRA -- India Stock  

INR 16.25  0.85  4.97%

Macroaxis considers MBL Infrastructures to be relatively volatile. MBL Infrastructures has Sharpe Ratio of -0.2463 which conveys that MBL Infrastructures had -0.2463% of return per unit of volatility over the last 1 month. Macroaxis way of 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. MBL Infrastructures exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to verify MBL Infrastructures Limited Market Risk Adjusted Performance of 0.5826 and Mean Deviation of 2.83 to check out risk estimate we provide.
Horizon     30 Days    Login   to change

MBL Infrastructures Market Sensitivity

As returns on market increase, returns on owning MBL Infrastructures are expected to decrease by larger amounts. On the other hand, during market turmoil, MBL Infrastructures is expected to significantly outperform it.
One Month Beta |Analyze MBL Infrastructures Demand Trend
Check current 30 days MBL Infrastructures correlation with market (DOW)
β = -1.2591
MBL Infrastructures Large Negative BetaMBL Infrastructures Beta Legend

MBL Infrastructures Technical Analysis

Transformation
The output start index for this execution was zero with a total number of output elements of seventeen. MBL Infrastructures Average Price is the average of the sum of open, high, low and close daily prices of a bar. It can be used to smooth an indicator that normally takes just the closing price as input. View also all equity analysis or get more info about average price price transform indicator.

MBL Infrastructures Projected Return Density Against Market

Assuming 30 trading days horizon, MBL Infrastructures Limited has beta of -1.2591 indicating as returns on its benchmark rise, returns on holding MBL Infrastructures Limited are expected to decrease by similarly larger amounts. On the other hand, during market turmoils, MBL Infrastructures is expected to outperform its benchmark. 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 -405.94. The daily returns are destributed with a variance of 19.09 and standard deviation of 4.37. The mean deviation of MBL Infrastructures Limited is currently at 3.06. For similar time horizon, the selected benchmark (DOW) has volatility of 0.45
α
Alpha over DOW
=0.51
β
Beta against DOW=1.26
σ
Overall volatility
=4.37
Ir
Information ratio =0.22

MBL Infrastructures Return Volatility

MBL Infrastructures Limited accepts 4.3689% volatility on return distribution over the 30 days horizon. DOW inherits 0.4168% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

MBL Infrastructures Volatility Factors

30 Days Market Risk

Relatively volatile

Chance of Distress in 24 months

About average

30 Days Economic Sensitivity

Totally opposite to market

Investment Outlook

MBL Infrastructures Investment Opportunity

MBL Infrastructures Limited has a volatility of 4.37 and is 10.4 times more volatile than DOW. 39% 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 39 (%) of all global equities and portfolios over the last 30 days. Use MBL Infrastructures Limited to protect against small markets fluctuations. The stock experiences very speculative upward sentiment.. Check odds of MBL Infrastructures to be traded at 15.44 in 30 days. As returns on market increase, returns on owning MBL Infrastructures are expected to decrease by larger amounts. On the other hand, during market turmoil, MBL Infrastructures is expected to significantly outperform it.

MBL Infrastructures correlation with market

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

Please see also Stocks Correlation. Please also try Instant Ratings module to determine any equity ratings based on digital recommendations. macroaxis instant equity ratings are based on combination of fundamental analysis and risk-adjusted market performance.
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