SANGAM ADVISORS (India) Risk Analysis And Volatility Evaluation

SAL -- India Stock  

INR 23.15  0.40  1.70%

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 Risk Adjusted Performance of 0.0309, Market Risk Adjusted Performance of 1.05 and Downside Deviation of 5.63 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

As returns on market increase, returns on owning SANGAM ADVISORS are expected to decrease at a much smaller rate. During bear market, SANGAM ADVISORS is likely to outperform the market.
One Month Beta |Analyze SANGAM ADVISORS LTD Demand Trend
Check current 30 days SANGAM ADVISORS correlation with market (DOW)
β = -0.2232
SANGAM ADVISORS Almost negative betaSANGAM ADVISORS LTD Beta Legend

SANGAM ADVISORS LTD 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.

SANGAM ADVISORS Projected Return Density Against Market

Assuming 30 trading days horizon, SANGAM ADVISORS LTD has beta of -0.2232 . This entails as returns on benchmark increase, returns on holding SANGAM ADVISORS are expected to decrease at a much smaller rate. During bear market, however, SANGAM ADVISORS LTD is likely to outperform the market. Moreover, SANGAM ADVISORS LTD has an alpha of 0.2728 implying that it can potentially generate 0.2728% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.27
β
Beta against DOW=0.22
σ
Overall volatility
=0.00
Ir
Information ratio =0.0136

SANGAM ADVISORS Return Volatility

SANGAM ADVISORS LTD assumes 0.0% volatility of returns over the 30 days investment horizon. DOW inherits 0.4208% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

SANGAM ADVISORS Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity

Unaffected

Investment Outlook

SANGAM ADVISORS Investment Opportunity

DOW has a standard deviation of returns of 0.42 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 against small markets fluctuations. The stock experiences somewhat bearish sentiment, but market may correct it shortly. Check odds of SANGAM ADVISORS to be traded at 22.46 in 30 days. As returns on market increase, returns on owning SANGAM ADVISORS are expected to decrease at a much smaller rate. During bear market, SANGAM ADVISORS is likely to outperform the market.

SANGAM ADVISORS correlation with market

Good diversification
Overlapping area represents the amount of risk that can be diversified away by holding SANGAM ADVISORS LTD and equity matching DJI index in the same portfolio.

SANGAM ADVISORS Volatility Indicators

SANGAM ADVISORS LTD Current Risk Indicators

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