PLATINUM CORPORATION (India) Risk Analysis And Volatility Evaluation

PLATINUM -- India Stock  

INR 0.12  0.01  9.09%

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 PLATINUM CORPORATION which you can use to evaluate future volatility of the company. Please check PLATINUM CORPORATION LTD Market Risk Adjusted Performance of 0.39 to confirm if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

PLATINUM CORPORATION Market Sensitivity

As returns on market increase, returns on owning PLATINUM CORPORATION are expected to decrease by larger amounts. On the other hand, during market turmoil, PLATINUM CORPORATION is expected to significantly outperform it.
One Month Beta |Analyze PLATINUM CORPORATION LTD Demand Trend
Check current 30 days PLATINUM CORPORATION correlation with market (DOW)
β = -4.0581
PLATINUM CORPORATION Large Negative BetaPLATINUM CORPORATION LTD Beta Legend

PLATINUM CORPORATION LTD Technical Analysis

Transformation
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PLATINUM CORPORATION Projected Return Density Against Market

Assuming 30 trading days horizon, PLATINUM CORPORATION LTD has beta of -4.0581 . This implies as returns on its benchmark rise, returns on holding PLATINUM CORPORATION LTD are expected to decrease by similarly larger amounts. On the other hand, during market turmoils, PLATINUM CORPORATION is expected to outperform its benchmark. In addition to that, PLATINUM CORPORATION LTD has an alpha of 2.0044 implying that it can potentially generate 2.0044% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=2.00
β
Beta against DOW=4.06
σ
Overall volatility
=0.00
Ir
Information ratio =0.23

PLATINUM CORPORATION Return Volatility

PLATINUM CORPORATION LTD accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 0.389% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

PLATINUM CORPORATION Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity

Unaffected

Investment Outlook

PLATINUM CORPORATION Investment Opportunity

DOW has a standard deviation of returns of 0.39 and is 9.223372036854776E16 times more volatile than PLATINUM CORPORATION LTD. 0% of all equities and portfolios are less risky than PLATINUM CORPORATION. Compared to the overall equity markets, volatility of historical daily returns of PLATINUM CORPORATION LTD is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use PLATINUM CORPORATION LTD to enhance returns of your portfolios. The stock experiences very speculative upward sentiment.. Check odds of PLATINUM CORPORATION to be traded at 0.15 in 30 days. As returns on market increase, returns on owning PLATINUM CORPORATION are expected to decrease by larger amounts. On the other hand, during market turmoil, PLATINUM CORPORATION is expected to significantly outperform it.

PLATINUM CORPORATION correlation with market

Very good diversification
Overlapping area represents the amount of risk that can be diversified away by holding PLATINUM CORPORATION LTD and equity matching DJI index in the same portfolio.

PLATINUM CORPORATION Volatility Indicators

PLATINUM CORPORATION LTD Current Risk Indicators

Additionally take a look at Your Equity Center. Please also try Piotroski F Score module to get piotroski f score based on binary analysis strategy of nine different fundamentals.
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