Our philosophy towards 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 Salguti Industries Limited which you can use to evaluate future volatility of the company. Please validate Salguti Industries Coefficient Of Variation of
(27,694) and Risk Adjusted Performance of (0.009944) to confirm if risk estimate we provide are consistent with the epected return of 0.0%.
|Horizon||30 Days Login to change|
Salguti Industries Market Sensitivity
|As returns on market increase, returns on owning Salguti Industries are expected to decrease at a much smaller rate. During bear market, Salguti Industries is likely to outperform the market. 2 Months Beta |Analyze Salguti Industries Demand TrendCheck current 30 days Salguti Industries correlation with market (DOW)|
β = -0.0079
Salguti Industries Central Daily Price Deviation
Salguti Industries Technical Analysis
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Salguti Industries Projected Return Density Against MarketAssuming 30 trading days horizon, Salguti Industries Limited has beta of -0.0079 . This entails as returns on benchmark increase, returns on holding Salguti Industries are expected to decrease at a much smaller rate. During bear market, however, Salguti Industries Limited is likely to outperform the market. Additionally, The company has a negative alpha implying that the risk taken by holding this equity is not justified. Salguti Industries is significantly underperforming DOW.
Predicted Return Density
|Alpha over DOW||=||0.01|
|Beta against DOW||=||0.0079|
Salguti Industries Return Volatilitythe entity accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 1.9131% risk (volatility on return distribution) over the 30 days horizon.
DOW has a standard deviation of returns of 1.91 and is 9.223372036854776E16 times more volatile than Salguti Industries Limited. 0% of all equities and portfolios are less risky than Salguti Industries. Compared to the overall equity markets, volatility of historical daily returns of Salguti Industries Limited is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use Salguti Industries Limited to enhance returns of your portfolios. The stock experiences normal upward fluctuation. Check odds of Salguti Industries to be traded at 17.64 in 30 days. . As returns on market increase, returns on owning Salguti Industries are expected to decrease at a much smaller rate. During bear market, Salguti Industries is likely to outperform the market.
Salguti Industries correlation with market