SANCHAY FINVEST (India) Risk Analysis And Volatility

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 SANCHAY FINVEST LTD which you can use to evaluate future volatility of the entity. Please validate SANCHAY FINVEST to confirm if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

SANCHAY FINVEST LTD Technical Analysis

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SANCHAY FINVEST Projected Return Density Against Market

Assuming 30 trading days horizon, SANCHAY FINVEST has beta of 0.0 . This entails the returns on DOW and SANCHAY FINVEST do not appear to be sensitive. Furthermore, It does not look like the company alpha can have any bearing on the equity current valuation.
 Predicted Return Density 
      Returns 
Assuming 30 trading days horizon, the coefficient of variation of SANCHAY FINVEST is 0.0. The daily returns are destributed with a variance of 0.0 and standard deviation of 0.0. The mean deviation of SANCHAY FINVEST LTD is currently at 0.0. For similar time horizon, the selected benchmark (DOW) has volatility of 1.79
α
Alpha over DOW
=0.00
β
Beta against DOW=0.00
σ
Overall volatility
=0.00
Ir
Information ratio =0.00

SANCHAY FINVEST Return Volatility

the company 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 

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Investment Outlook

SANCHAY FINVEST Investment Opportunity

DOW has a standard deviation of returns of 1.91 and is 9.223372036854776E16 times more volatile than SANCHAY FINVEST LTD. 0% of all equities and portfolios are less risky than SANCHAY FINVEST. Compared to the overall equity markets, volatility of historical daily returns of SANCHAY FINVEST LTD is lower than 0 (%) of all global equities and portfolios over the last 30 days.

SANCHAY FINVEST Volatility Indicators

SANCHAY FINVEST LTD Current Risk Indicators

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