Prime Focus (India) Risk Analysis And Volatility Evaluation

PFOCUS -- India Stock  

INR 68.45  0.35  0.51%

Our philosophy towards forecasting 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 Prime Focus Limited which you can use to evaluate future volatility of the company. Please check Prime Focus Limited Coefficient Of Variation of 505.65 and Risk Adjusted Performance of 0.21 to confirm if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

Prime Focus Market Sensitivity

Prime Focus returns are very sensitive to returns on the market. As market goes up or down, Prime Focus is expected to follow.
One Month Beta |Analyze Prime Focus Limited Demand Trend
Check current 30 days Prime Focus correlation with market (DOW)
β = 1.0244
Prime Focus llmost one BetaPrime Focus Limited Beta Legend

Prime Focus Limited Technical Analysis

Transformation
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Prime Focus Projected Return Density Against Market

Assuming 30 trading days horizon, the stock has beta coefficient of 1.0244 . This implies Prime Focus Limited market returns are very sensitive to returns on the market. As the market benchmark goes up or down, Prime Focus is expected to follow. Additionally, Prime Focus 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 
α
Alpha over DOW
=0.45
β
Beta against DOW=1.02
σ
Overall volatility
=0.00
Ir
Information ratio =0.15

Prime Focus Return Volatility

Prime Focus Limited accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.0609% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Prime Focus Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity

Insignificant

Investment Outlook

Prime Focus Investment Opportunity

DOW has a standard deviation of returns of 1.06 and is 9.223372036854776E16 times more volatile than Prime Focus Limited. 0% 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 0 (%) of all global equities and portfolios over the last 30 days. Use Prime Focus Limited to protect against small markets fluctuations. The stock experiences moderate downward daily trend and can be a good diversifier. Check odds of Prime Focus to be traded at 67.08 in 30 days. Prime Focus returns are very sensitive to returns on the market. As market goes up or down, Prime Focus is expected to follow.

Prime Focus correlation with market

Weak 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 Volatility Indicators

Prime Focus Limited Current Risk Indicators

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