Our approach into measuring 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 SANGAM ADVISORS LTD which you can use to evaluate future volatility of the entity. Please validate SANGAM ADVISORS Downside Deviation of 6.04, Risk Adjusted Performance of 0.0737 and Market Risk Adjusted Performance of
(0.18) to confirm if risk estimate we provide are consistent with the epected return of 0.0%.
|Horizon||30 Days Login to change|
SANGAM ADVISORS Market Sensitivity
|2 Months Beta |Analyze SANGAM ADVISORS LTD Demand TrendCheck current 30 days SANGAM ADVISORS correlation with market (DOW)|
β = -0.9562
SANGAM ADVISORS Central Daily Price Deviation
SANGAM ADVISORS LTD Technical Analysis
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SANGAM ADVISORS Projected Return Density Against MarketAssuming 30 trading days horizon, SANGAM ADVISORS LTD has beta of -0.9562 . This entails Moreover, The company has an alpha of 0.2506 implying that it can potentially generate 0.2506% excess return over DOW after adjusting for the inherited market risk (beta).
Predicted Return Density
|Alpha over DOW||=||0.25|
|Beta against DOW||=||0.96|
SANGAM ADVISORS Return Volatilitythe corporation assumes 0.0% volatility of returns over the 30 days investment horizon. the entity inherits 1.9038% risk (volatility on return distribution) over the 30 days horizon.
DOW has a standard deviation of returns of 1.9 and is 9.223372036854776E16 times more volatile than SANGAM ADVISORS LTD. 0% of all equities and portfolios are less risky than SANGAM ADVISORS. Compared to the overall equity markets, volatility of historical daily returns of SANGAM ADVISORS LTD is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use SANGAM ADVISORS LTD to protect your portfolios against small markets fluctuations. The stock experiences normal downward trend, but the immediate impact on correlations cannot be determined at the moment . Check odds of SANGAM ADVISORS to be traded at 21.29 in 30 days. .
SANGAM ADVISORS correlation with market