SANGAM ADVISORS (India) Risk Analysis And Volatility

SAL -- India Stock  

INR 21.50  0.00  0.00%

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

SANGAM ADVISORS LTD Technical Analysis

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SANGAM ADVISORS Projected Return Density Against Market

Assuming 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
Beta against DOW=0.96
Overall volatility
Information ratio =0.0216

SANGAM ADVISORS Return Volatility

the 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.
 Performance (%) 

Market Risk Breakdown

SANGAM ADVISORS Volatility Factors

60 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

60 Days Economic Sensitivity


Investment Outlook

SANGAM ADVISORS Investment Opportunity

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

correlation synergy
Very 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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