Prime Focus (India) Risk Analysis And Volatility

PFOCUS -- India Stock  

INR 58.05  0.80  1.40%

Macroaxis considers Prime Focus to be not too volatile. Prime Focus Limited maintains Sharpe Ratio (i.e. Efficiency) of -0.0726 which implies the corporation had -0.0726% of return per unit of risk over the last 2 months. Macroaxis philosophy towards forecasting 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. Prime Focus Limited exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to check Prime Focus Limited Risk Adjusted Performance of (0.1) and Coefficient Of Variation of (670.23) to confirm risk estimate we provide.

60 Days Market Risk

Not too volatile

Chance of Distress in 24 months

Below average

60 Days Economic Sensitivity

Barely shadows market
Horizon     30 Days    Login   to change

Prime Focus Market Sensitivity

As returns on market increase, Prime Focus returns are expected to increase less than the market. However during bear market, the loss on holding Prime Focus will be expected to be smaller as well.
2 Months Beta |Analyze Prime Focus Limited Demand Trend
Check current 30 days Prime Focus correlation with market (DOW)
β = 0.0914

Prime Focus Central Daily Price Deviation

Prime Focus Limited Technical Analysis

Transformation
The output start index for this execution was zero with a total number of output elements of thirty-nine. Prime Focus Limited 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.

Prime Focus Projected Return Density Against Market

Assuming 30 trading days horizon, Prime Focus has beta of 0.0914 . This implies as returns on market go up, Prime Focus average returns are expected to increase less than the benchmark. However during bear market, the loss on holding Prime Focus 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. Prime Focus Limited is significantly underperforming DOW.
 Predicted Return Density 
      Returns 
Assuming 30 trading days horizon, the coefficient of variation of Prime Focus is -1377.08. The daily returns are destributed with a variance of 6.5 and standard deviation of 2.55. The mean deviation of Prime Focus Limited is currently at 2.02. For similar time horizon, the selected benchmark (DOW) has volatility of 0.7
α
Alpha over DOW
=0.39
β
Beta against DOW=0.09
σ
Overall volatility
=2.55
Ir
Information ratio =0.15

Prime Focus Return Volatility

the company accepts 2.55% volatility on return distribution over the 30 days horizon. the entity inherits 0.6518% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Prime Focus Investment Opportunity

Prime Focus Limited has a volatility of 2.55 and is 3.92 times more volatile than DOW. 22% of all equities and portfolios are less risky than Prime Focus. Compared to the overall equity markets, volatility of historical daily returns of Prime Focus Limited is lower than 22 (%) of all global equities and portfolios over the last 30 days. Use Prime Focus Limited to enhance returns of your portfolios. The stock experiences large bullish trend. Check odds of Prime Focus to be traded at 63.86 in 30 days. . As returns on market increase, Prime Focus returns are expected to increase less than the market. However during bear market, the loss on holding Prime Focus will be expected to be smaller as well.

Prime Focus correlation with market

correlation synergy
Significant diversification
Overlapping area represents the amount of risk that can be diversified away by holding Prime Focus Limited and equity matching DJI index in the same portfolio.

Prime Focus Current Risk Indicators

Prime Focus Suggested Diversification Pairs

Additionally take a look at Your Equity Center. Please also try Risk-Return Analysis module to view associations between returns expected from investment and the risk you assume.
Search macroaxis.com