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POWERFUL TECHNOLOG (India) Risk Analysis And Volatility

PO
POWERFUL-SM -- India Stock  

INR 3.60  0.00  0.00%

Macroaxis considers POWERFUL TECHNOLOG to be out of control. POWERFUL TECHNOLOG maintains Sharpe Ratio (i.e. Efficiency) of -0.5 which implies the corporation had -0.5% of return per unit of standard deviation over the last 3 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. POWERFUL TECHNOLOG exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to check POWERFUL TECHNOLOG Risk Adjusted Performance of (0.61) and Market Risk Adjusted Performance of 69.26 to confirm risk estimate we provide.
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POWERFUL TECHNOLOG Market Sensitivity

As returns on market increase, returns on owning POWERFUL TECHNOLOG are expected to decrease at a much smaller rate. During bear market, POWERFUL TECHNOLOG is likely to outperform the market.
3 Months Beta |Analyze POWERFUL TECHNOLOG Demand Trend
Check current 30 days POWERFUL TECHNOLOG correlation with market (DOW)
β = -0.1365

POWERFUL TECHNOLOG Central Daily Price Deviation

POWERFUL TECHNOLOG Technical Analysis

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POWERFUL TECHNOLOG Projected Return Density Against Market

Assuming 30 trading days horizon, POWERFUL TECHNOLOG has beta of -0.1365 . This implies as returns on benchmark increase, returns on holding POWERFUL TECHNOLOG are expected to decrease at a much smaller rate. During bear market, however, POWERFUL TECHNOLOG is likely to outperform the market. Additionally, The company has a negative alpha implying that the risk taken by holding this equity is not justified. POWERFUL TECHNOLOG is significantly underperforming DOW.
 Predicted Return Density 
    
  Returns 
Assuming 30 trading days horizon, the coefficient of variation of POWERFUL TECHNOLOG is -200.0. The daily returns are destributed with a variance of 127.47 and standard deviation of 11.29. The mean deviation of POWERFUL TECHNOLOG is currently at 8.47. For similar time horizon, the selected benchmark (DOW) has volatility of 0.79
α
Alpha over DOW
=9.45
β
Beta against DOW=0.14
σ
Overall volatility
=11.29
Ir
Information ratio =0.79

POWERFUL TECHNOLOG Return Volatility

the firm accepts 11.2903% volatility on return distribution over the 30 days horizon. the entity inherits 0.8011% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
    
  Timeline 

POWERFUL TECHNOLOG Investment Opportunity

POWERFUL TECHNOLOG has a volatility of 11.29 and is 14.11 times more volatile than DOW. 96  of all equities and portfolios are less risky than POWERFUL TECHNOLOG. Compared to the overall equity markets, volatility of historical daily returns of POWERFUL TECHNOLOG is higher than 96 () of all global equities and portfolios over the last 30 days. Use POWERFUL TECHNOLOG to protect your portfolios against small markets fluctuations. The stock experiences normal downward trend, but the immediate impact on correlations cannot be determined at the moment . Check odds of POWERFUL TECHNOLOG to be traded at 3.56 in 30 days. . As returns on market increase, returns on owning POWERFUL TECHNOLOG are expected to decrease at a much smaller rate. During bear market, POWERFUL TECHNOLOG is likely to outperform the market.

POWERFUL TECHNOLOG correlation with market

correlation synergy
Good diversification
Overlapping area represents the amount of risk that can be diversified away by holding POWERFUL TECHNOLOG and equity matching DJI index in the same portfolio.

POWERFUL TECHNOLOG Current Risk Indicators

POWERFUL TECHNOLOG Suggested Diversification Pairs

Please check Your Equity Center. Please also try Bollinger Bands module to use bollinger bands indicator to analyze target price for a given investing horizon.
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