SANGAM ADVISORS (India) Risk Analysis And Volatility Evaluation

SAL -- India Stock  

null 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 Risk Adjusted Performance of 0.02977 and Market Risk Adjusted Performance of 0.09 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 market goes up, the company is expected to significantly outperform it. However, if the market returns are negative, SANGAM ADVISORS will likely underperform.
One Month Beta |Analyze SANGAM ADVISORS LTD Demand Trend
Check current 30 days SANGAM ADVISORS correlation with market (DOW)
β = 1.5402

SANGAM ADVISORS Central Daily Price Deviation

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, the stock has beta coefficient of 1.5402 . This entails as the benchmark fluctuates upward, the company is expected to outperform it on average. However, if the benchmark returns are expected to be negative, SANGAM ADVISORS will likely underperform. Additionally, SANGAM ADVISORS LTD has a negative alpha implying that the risk taken by holding this equity is not justified. The company is significantly underperforming DOW
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.03
β
Beta against DOW=1.54
σ
Overall volatility
=0.00
Ir
Information ratio =0.02

SANGAM ADVISORS Return Volatility

SANGAM ADVISORS LTD assumes 0.0% volatility of returns over the 30 days investment horizon. DOW inherits 1.225% 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

Insignificant

Investment Outlook

SANGAM ADVISORS Investment Opportunity

DOW has a standard deviation of returns of 1.23 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 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. As market goes up, the company is expected to significantly outperform it. However, if the market returns are negative, SANGAM ADVISORS will likely underperform.

SANGAM ADVISORS correlation with market

correlation synergy
Very weak 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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