MERCATOR (India) Risk Analysis And Volatility Evaluation

Our approach 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 MERCATOR which you can use to evaluate future volatility of the firm. Please verify MERCATOR LIMITED to check out if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

MERCATOR LIMITED Technical Analysis

Transformation
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MERCATOR Projected Return Density Against Market

Assuming 30 trading days horizon, MERCATOR has beta of 0.0 indicating unless we do not have required data, the returns on DOW and MERCATOR are completely uncorrelated. Furthermore, MERCATOR LIMITEDIt does not look like MERCATOR alpha can have any bearing on the equity current valuation.
α
Alpha over DOW
=0.00
β
Beta against DOW=0.00
σ
Overall volatility
=0.00
Ir
Information ratio =0.00

MERCATOR Return Volatility

MERCATOR LIMITED accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.2197% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

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Investment Outlook

MERCATOR Investment Opportunity

DOW has a standard deviation of returns of 1.22 and is 9.223372036854776E16 times more volatile than MERCATOR LIMITED. 0% of all equities and portfolios are less risky than MERCATOR. Compared to the overall equity markets, volatility of historical daily returns of MERCATOR LIMITED is lower than 0 (%) of all global equities and portfolios over the last 30 days.

MERCATOR Volatility Indicators

MERCATOR LIMITED Current Risk Indicators

Please see also Stocks Correlation. Please also try Portfolio Optimization module to compute new portfolio that will generate highest expected return given your specified tolerance for risk.
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