Raj Rayon (India) Risk Analysis And Volatility

RAJRAYON -- India Stock  

INR 0.10  0.05  0.33%

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 Raj Rayon Industries which you can use to evaluate future volatility of the company. Please check Raj Rayon Industries Coefficient Of Variation of 853.32 and Risk Adjusted Performance of 0.2352 to confirm if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

Raj Rayon Market Sensitivity

As returns on market increase, returns on owning Raj Rayon are expected to decrease at a much smaller rate. During bear market, Raj Rayon is likely to outperform the market.
2 Months Beta |Analyze Raj Rayon Industries Demand Trend
Check current 30 days Raj Rayon correlation with market (DOW)
β = -0.1004

Raj Rayon Central Daily Price Deviation

Raj Rayon Industries Technical Analysis

Transformation
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Raj Rayon Projected Return Density Against Market

Assuming 30 trading days horizon, Raj Rayon Industries Limited has beta of -0.1004 . This implies as returns on benchmark increase, returns on holding Raj Rayon are expected to decrease at a much smaller rate. During bear market, however, Raj Rayon Industries Limited is likely to outperform the market. Moreover, The company has an alpha of 0.9312 implying that it can potentially generate 0.9312% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.93
β
Beta against DOW=0.1
σ
Overall volatility
=0.00
Ir
Information ratio =0.12

Raj Rayon Return Volatility

the corporation accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 1.9932% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Raj Rayon Volatility Factors

60 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

60 Days Economic Sensitivity

Insignificant

Investment Outlook

Raj Rayon Investment Opportunity

DOW has a standard deviation of returns of 1.99 and is 9.223372036854776E16 times more volatile than Raj Rayon Industries Limited. 0% of all equities and portfolios are less risky than Raj Rayon. Compared to the overall equity markets, volatility of historical daily returns of Raj Rayon Industries Limited is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use Raj Rayon Industries Limited to protect your portfolios against small markets fluctuations. The stock experiences normal downward trend and little activity. Check odds of Raj Rayon to be traded at 0.099 in 30 days. . As returns on market increase, returns on owning Raj Rayon are expected to decrease at a much smaller rate. During bear market, Raj Rayon is likely to outperform the market.

Raj Rayon correlation with market

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

Raj Rayon Volatility Indicators

Raj Rayon Industries Limited Current Risk Indicators

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