Salguti Industries (India) Risk Analysis And Volatility

SALGUTI -- India Stock  

INR 16.80  0.000001  0.00%

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 Trend
Check current 30 days Salguti Industries correlation with market (DOW)
β = -0.0079

Salguti Industries Central Daily Price Deviation

Salguti Industries 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.

Salguti Industries Projected Return Density Against Market

Assuming 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 
      Returns 
α
Alpha over DOW
=0.01
β
Beta against DOW=0.0079
σ
Overall volatility
=0.00
Ir
Information ratio =0.06

Salguti Industries Return Volatility

the 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.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Salguti Industries Volatility Factors

60 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

60 Days Economic Sensitivity

Insignificant

Investment Outlook

Salguti Industries Investment Opportunity

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

correlation synergy
Good diversification
Overlapping area represents the amount of risk that can be diversified away by holding Salguti Industries Limited and equity matching DJI index in the same portfolio.

Salguti Industries Volatility Indicators

Salguti Industries Limited Current Risk Indicators

Also please take a look at World Market Map. Please also try Risk-Return Analysis module to view associations between returns expected from investment and the risk you assume.
Search macroaxis.com