Prakash Woollen (India) Risk Analysis And Volatility Evaluation

PRWOLEN -- India Stock  

null 32.50  2.50  8.33%

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 Prakash Woollen Synt which you can use to evaluate future volatility of the company. Please check Prakash Woollen Synt to confirm if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

Prakash Woollen Synt Technical Analysis

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Prakash Woollen Projected Return Density Against Market

Assuming 30 trading days horizon, Prakash Woollen has beta of 0.3062 . This implies as returns on market go up, Prakash Woollen average returns are expected to increase less than the benchmark. However during bear market, the loss on holding Prakash Woollen Synthetic Mills Limited will be expected to be much smaller as well. Furthermore, Prakash Woollen Synthetic Mills LimitedIt does not look like Prakash Woollen alpha can have any bearing on the equity current valuation.
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.00
β
Beta against DOW=0.31
σ
Overall volatility
=0.00
Ir
Information ratio =0.00

Prakash Woollen Return Volatility

Prakash Woollen Synthetic Mills Limited accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.1955% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

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Risk-Return Analysis

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Investment Outlook

Prakash Woollen Investment Opportunity

DOW has a standard deviation of returns of 1.2 and is 9.223372036854776E16 times more volatile than Prakash Woollen Synthetic Mills Limited. 0% of all equities and portfolios are less risky than Prakash Woollen. Compared to the overall equity markets, volatility of historical daily returns of Prakash Woollen Synthetic Mills Limited is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use Prakash Woollen Synthetic Mills Limited to enhance returns of your portfolios. The stock experiences very speculative upward sentiment.. Check odds of Prakash Woollen to be traded at 40.63 in 30 days. As returns on market increase, Prakash Woollen returns are expected to increase less than the market. However during bear market, the loss on holding Prakash Woollen will be expected to be smaller as well.

Prakash Woollen correlation with market

correlation synergy
Average diversification
Overlapping area represents the amount of risk that can be diversified away by holding Prakash Woollen Synthetic Mill and equity matching DJI index in the same portfolio.

Prakash Woollen Volatility Indicators

Prakash Woollen Synthetic Mills Limited Current Risk Indicators

Additionally take a look at Your Equity Center. Please also try Equity Forecasting module to use basic forecasting models to generate price predictions and determine price momentum.
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