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 TrendCheck current 30 days MBL Infrastructures correlation with market (DOW)|
β = 0.0307
MBL Infrastructures Central Daily Price Deviation
MBL Infrastructures Technical Analysis
MBL Infrastructures Projected Return Density Against MarketAssuming 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
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
|Alpha over DOW||=||0.57|
|Beta against DOW||=||0.0307|
MBL Infrastructures Return Volatilitythe 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.
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