Raj Rayon (India) Risk Analysis And Volatility Evaluation

RAJRAYON -- India Stock  

INR 0.10  0.05  33.33%

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 1,800 and Risk Adjusted Performance of 0.06 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 market goes up, the company is expected to significantly outperform it. However, if the market returns are negative, Raj Rayon will likely underperform.
One Month Beta |Analyze Raj Rayon Industries Demand Trend
Check current 30 days Raj Rayon correlation with market (DOW)
β = 5.7008
Raj Rayon Central Price Deviations

Raj Rayon Industries Technical Analysis

Transformation
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Raj Rayon Projected Return Density Against Market

Assuming 30 trading days horizon, the stock has beta coefficient of 5.7008 . This implies as the benchmark fluctuates upward, the company is expected to outperform it on average. However, if the benchmark returns are expected to be negative, Raj Rayon will likely underperform. Additionally, Raj Rayon Industries 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
=1.08
β
Beta against DOW=5.70
σ
Overall volatility
=0.00
Ir
Information ratio =0.06

Raj Rayon Return Volatility

Raj Rayon Industries Limited accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.2145% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Raj Rayon Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity

Insignificant

Investment Outlook

Raj Rayon Investment Opportunity

DOW has a standard deviation of returns of 1.21 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 against small markets fluctuations. The stock experiences very speculative upward sentiment.. Check odds of Raj Rayon to be traded at 0.095 in 30 days. As market goes up, the company is expected to significantly outperform it. However, if the market returns are negative, Raj Rayon will likely underperform.

Raj Rayon correlation with market

correlation synergy
Weak 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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