R B (India) Risk Analysis And Volatility

RBGUPTA -- India Stock  

INR 6.19  0.00  0.00%

Our approach into 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 R B which you can use to evaluate future volatility of the entity. Please check R B GUPTA FINANCIALS LTD to confirm if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

R B GUPTA Technical Analysis

Transformation
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R B Projected Return Density Against Market

Assuming 30 trading days horizon, R B has beta of 0.0 . This implies the returns on DOW and R B do not appear to be sensitive. Furthermore, It does not look like the company alpha can have any bearing on the equity current valuation.
 Predicted Return Density 
      Returns 
Assuming 30 trading days horizon, the coefficient of variation of R B is 0.0. The daily returns are destributed with a variance of 0.0 and standard deviation of 0.0. The mean deviation of R B GUPTA FINANCIALS LTD is currently at 0.0. For similar time horizon, the selected benchmark (DOW) has volatility of 1.79
α
Alpha over DOW
=0.00
β
Beta against DOW=0.00
σ
Overall volatility
=0.00
Ir
Information ratio =0.00

R B Return Volatility

the company accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 1.9131% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

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Investment Outlook

R B Investment Opportunity

DOW has a standard deviation of returns of 1.91 and is 9.223372036854776E16 times more volatile than R B GUPTA FINANCIALS LTD. 0% of all equities and portfolios are less risky than R B. Compared to the overall equity markets, volatility of historical daily returns of R B GUPTA FINANCIALS LTD is lower than 0 (%) of all global equities and portfolios over the last 30 days.

R B Volatility Indicators

R B GUPTA FINANCIALS LTD Current Risk Indicators

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