Macroaxis considers Sanwaria Consumer to be unknown risk. Sanwaria Consumer owns Efficiency Ratio (i.e. Sharpe Ratio) of -0.1841 which indicates the firm had -0.1841% of return per unit of risk over the last 2 months. Macroaxis philosophy towards measuring risk of any stock is to look at both systematic and un-systematic factors of the business, including all available market data and technical indicators. Sanwaria Consumer Limited exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to validate Sanwaria Consumer Coefficient Of Variation of
(637.79) and Risk Adjusted Performance of (0.12) to confirm risk estimate we provide.
60 Days Market Risk
Chance of Distress in 24 months
60 Days Economic Sensitivity
|Horizon||30 Days Login to change|
Sanwaria Consumer Market Sensitivity
|As returns on market increase, returns on owning Sanwaria Consumer are expected to decrease at a much smaller rate. During bear market, Sanwaria Consumer is likely to outperform the market. 2 Months Beta |Analyze Sanwaria Consumer Demand TrendCheck current 30 days Sanwaria Consumer correlation with market (DOW)|
β = -0.0897
Sanwaria Consumer Central Daily Price Deviation
Sanwaria Consumer Technical Analysis
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Sanwaria Consumer Projected Return Density Against MarketAssuming 30 trading days horizon, Sanwaria Consumer Limited has beta of -0.0897 . This entails as returns on benchmark increase, returns on holding Sanwaria Consumer are expected to decrease at a much smaller rate. During bear market, however, Sanwaria Consumer 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. Sanwaria Consumer is significantly underperforming DOW.
Predicted Return Density
Assuming 30 trading days horizon, the coefficient of variation of Sanwaria Consumer is -543.08. The daily returns are destributed with a variance of 6.18 and standard deviation of 2.49. The mean deviation of Sanwaria Consumer Limited is currently at 1.81. For similar time horizon, the selected benchmark (DOW) has volatility of 0.78
|Alpha over DOW||=||0.35|
|Beta against DOW||=||0.09|
Sanwaria Consumer Return Volatilitythe entity accepts 2.4851% volatility on return distribution over the 30 days horizon. the entity inherits 0.7996% risk (volatility on return distribution) over the 30 days horizon.
Sanwaria Consumer Investment Opportunity
Sanwaria Consumer Limited has a volatility of 2.49 and is 3.11 times more volatile than DOW. 22% of all equities and portfolios are less risky than Sanwaria Consumer. Compared to the overall equity markets, volatility of historical daily returns of Sanwaria Consumer Limited is lower than 22 (%) of all global equities and portfolios over the last 30 days. Use Sanwaria Consumer Limited to protect your portfolios against small markets fluctuations. The stock experiences somewhat bearish sentiment, but market may correct it shortly. Check odds of Sanwaria Consumer to be traded at 7.76 in 30 days. . As returns on market increase, returns on owning Sanwaria Consumer are expected to decrease at a much smaller rate. During bear market, Sanwaria Consumer is likely to outperform the market.
Sanwaria Consumer correlation with market
Sanwaria Consumer Current Risk Indicators
|Risk Adjusted Performance||(0.12)|
|Market Risk Adjusted Performance||3.94|
|Coefficient Of Variation||(637.79)|
Sanwaria Consumer Suggested Diversification Pairs