MBL Infrastructures (India) Risk Analysis And Volatility

MBLINFRA -- India Stock  

INR 12.40  0.55  4.64%

Macroaxis considers MBL Infrastructures to be moderately volatile. MBL Infrastructures has Sharpe Ratio of -0.3392 which conveys that the company had -0.3392% of return per unit of volatility over the last 2 months. 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 Mean Deviation of 1.83 and Market Risk Adjusted Performance of (18.37) to check out risk estimate we provide.
Horizon     30 Days    Login   to change

MBL Infrastructures Market Sensitivity

As returns on market increase, MBL Infrastructures returns are expected to increase less than the market. However during bear market, the loss on holding MBL Infrastructures will be expected to be smaller as well.
2 Months Beta |Analyze MBL Infrastructures Demand Trend
Check current 30 days MBL Infrastructures correlation with market (DOW)
β = 0.0307

MBL Infrastructures Central Daily Price Deviation

MBL Infrastructures Technical Analysis

Transformation
The output start index for this execution was zero with a total number of output elements of thirty-nine. 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 has beta of 0.0307 indicating as returns on market go up, MBL Infrastructures average returns are expected to increase less than the benchmark. However during bear market, the loss on holding MBL Infrastructures 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. MBL Infrastructures is significantly underperforming DOW.
 Predicted Return Density 
      Returns 
Assuming 30 trading days horizon, the coefficient of variation of MBL Infrastructures is -294.82. The daily returns are destributed with a variance of 7.1 and standard deviation of 2.67. The mean deviation of MBL Infrastructures Limited is currently at 2.01. For similar time horizon, the selected benchmark (DOW) has volatility of 1.79
α
Alpha over DOW
=0.57
β
Beta against DOW=0.0307
σ
Overall volatility
=2.67
Ir
Information ratio =0.25

MBL Infrastructures Return Volatility

the enterprise accepts 2.6652% volatility on return distribution over the 30 days horizon. the entity inherits 1.9256% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

MBL Infrastructures Volatility Factors

60 Days Market Risk

Moderately volatile

Chance of Distress in 24 months

About average

60 Days Economic Sensitivity

Barely shadows market

Investment Outlook

MBL Infrastructures Investment Opportunity

MBL Infrastructures Limited has a volatility of 2.67 and is 1.38 times more volatile than DOW. 24% 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 24 (%) of all global equities and portfolios over the last 30 days. Use MBL Infrastructures Limited to enhance returns of your portfolios. The stock experiences very speculative upward sentiment. . Check odds of MBL Infrastructures to be traded at 15.5 in 30 days. . As returns on market increase, MBL Infrastructures returns are expected to increase less than the market. However during bear market, the loss on holding MBL Infrastructures will be expected to be smaller as well.

MBL Infrastructures correlation with market

correlation synergy
Significant 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 Price Exposure Probability module to analyze equity upside and downside potential for a given time horizon across multiple markets.
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