Regaliaa Realty (India) Risk Analysis And Volatility Evaluation

REGALIAA -- India Stock  

INR 20.05  0.000001  0.00%

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 Regaliaa Realty which you can use to evaluate future volatility of the company. Please check Regaliaa Realty Coefficient Of Variation of 93.44 and Risk Adjusted Performance of 1.31 to confirm if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

Regaliaa Realty Market Sensitivity

As returns on market increase, returns on owning Regaliaa Realty are expected to decrease at a much smaller rate. During bear market, Regaliaa Realty is likely to outperform the market.
One Month Beta |Analyze Regaliaa Realty Demand Trend
Check current 30 days Regaliaa Realty correlation with market (DOW)
β = -0.1827

Regaliaa Realty Central Daily Price Deviation

Regaliaa Realty Technical Analysis

Transformation
We are not able to run technical analysis function on this symbol. We either do not have that equity or its historical data is not available at this time. Please try again later.

Regaliaa Realty Projected Return Density Against Market

Assuming 30 trading days horizon, Regaliaa Realty Ltd has beta of -0.1827 . This implies as returns on benchmark increase, returns on holding Regaliaa Realty are expected to decrease at a much smaller rate. During bear market, however, Regaliaa Realty Ltd is likely to outperform the market. In addition to that, Regaliaa Realty Ltd has an alpha of 2.6824 implying that it can potentially generate 2.6824% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=2.68
β
Beta against DOW=0.18
σ
Overall volatility
=0.00
Ir
Information ratio =1.10

Regaliaa Realty Return Volatility

Regaliaa Realty Ltd accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.1967% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Regaliaa Realty Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity

Insignificant

Investment Outlook

Regaliaa Realty Investment Opportunity

DOW has a standard deviation of returns of 1.2 and is 9.223372036854776E16 times more volatile than Regaliaa Realty Ltd. 0% of all equities and portfolios are less risky than Regaliaa Realty. Compared to the overall equity markets, volatility of historical daily returns of Regaliaa Realty Ltd is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use Regaliaa Realty Ltd to enhance returns of your portfolios. The stock experiences normal upward fluctuation. Check odds of Regaliaa Realty to be traded at 21.05 in 30 days. As returns on market increase, returns on owning Regaliaa Realty are expected to decrease at a much smaller rate. During bear market, Regaliaa Realty is likely to outperform the market.

Regaliaa Realty correlation with market

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

Regaliaa Realty Volatility Indicators

Regaliaa Realty Ltd Current Risk Indicators

Additionally take a look at Your Equity Center. Please also try Portfolio Volatility module to check portfolio volatility and analyze historical return density to properly model market risk.
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