Regaliaa Realty (India) Risk Analysis And Volatility Evaluation

REGALIAA -- India Stock  

INR 20.45  0.96  4.93%

Regaliaa Realty is not very risky given 1 month investment horizon. Regaliaa Realty maintains Sharpe Ratio (i.e. Efficiency) of 1.5028 which implies Regaliaa Realty had 1.5028% of return per unit of risk over the last 1 month. Our philosophy towards forecasting volatility of a stock is to use Regaliaa Realty market data together with company specific technical indicators. We found twenty-one different technical indicators which can help you to evaluate if expected returns of 3.5009% are justified by taking the suggested risk. Use Regaliaa Realty Coefficient Of Variation of 135.4 and Risk Adjusted Performance of 0.01 to evaluate company specific risk that cannot be diversified away.
Horizon     30 Days    Login   to change

Regaliaa Realty Technical Analysis

Transformation
null. The output start index for this execution was zero with a total number of output elements of zero. Regaliaa Realty Average Price is the average of the sum of open, high, low and close daily prices of a bar. It can be used to smooth an indicator that normally takes just the closing price as input. View also all equity analysis or get more info about average price price transform indicator.

Regaliaa Realty Projected Return Density Against Market

Assuming 30 trading days horizon, Regaliaa Realty has beta of 0.0 . This implies unless we do not have required data, the returns on DOW and Regaliaa Realty are completely uncorrelated. Furthermore, Regaliaa Realty LtdIt does not look like Regaliaa Realty alpha can have any bearing on the equity current valuation.
Assuming 30 trading days horizon, the coefficient of variation of Regaliaa Realty is 66.54. The daily returns are destributed with a variance of 5.43 and standard deviation of 2.33. The mean deviation of Regaliaa Realty Ltd is currently at 2.06. For similar time horizon, the selected benchmark (DOW) has volatility of 0.0
α
Alpha over DOW
=0.00
β
Beta against DOW=0.00
σ
Overall volatility
=2.33
Ir
Information ratio =0.00

Regaliaa Realty Return Volatility

Regaliaa Realty Ltd accepts 2.3296% volatility on return distribution over the 30 days horizon. DOW inherits 0.0% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Regaliaa Realty Volatility Factors

30 Days Market Risk

Not very risky

Chance of Distress in 24 months

Almost imposible

30 Days Economic Sensitivity

Market Insensitive

Investment Outlook

Regaliaa Realty Investment Opportunity

Regaliaa Realty Ltd has a volatility of 2.33 and is 5.18 times more volatile than DOW. 21% 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 21 (%) of all global equities and portfolios over the last 30 days.

Regaliaa Realty Volatility Indicators

Regaliaa Realty Ltd Current Risk Indicators

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