Sanwaria Consumer (India) Risk Analysis And Volatility Evaluation

SANWARIA -- India Stock  

INR 10.95  0.05  0.46%

Macroaxis considers Sanwaria Consumer to be unknown risk. Sanwaria Consumer Limited owns Efficiency Ratio (i.e. Sharpe Ratio) of -0.5008 which indicates Sanwaria Consumer Limited had -0.5008% of return per unit of risk over the last 1 month. 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 1,811 and Risk Adjusted Performance of 0.06 to confirm risk estimate we provide.
Horizon     30 Days    Login   to change

Sanwaria Consumer Market Sensitivity

As returns on market increase, Sanwaria Consumer returns are expected to increase less than the market. However during bear market, the loss on holding Sanwaria Consumer will be expected to be smaller as well.
One Month Beta |Analyze Sanwaria Consumer Limited Demand Trend
Check current 30 days Sanwaria Consumer correlation with market (DOW)
β = 0.5427
Sanwaria Consumer Small BetaSanwaria Consumer Limited Beta Legend

Sanwaria Consumer Limited Technical Analysis

Transformation
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Sanwaria Consumer Projected Return Density Against Market

Assuming 30 trading days horizon, Sanwaria Consumer has beta of 0.5427 . This entails as returns on market go up, Sanwaria Consumer average returns are expected to increase less than the benchmark. However during bear market, the loss on holding Sanwaria Consumer Limited will be expected to be much smaller as well. Additionally, Sanwaria Consumer Limited 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 
Assuming 30 trading days horizon, the coefficient of variation of Sanwaria Consumer is -199.69. The daily returns are destributed with a variance of 5.85 and standard deviation of 2.42. The mean deviation of Sanwaria Consumer Limited is currently at 1.72. For similar time horizon, the selected benchmark (DOW) has volatility of 1.15
α
Alpha over DOW
=0.32
β
Beta against DOW=0.54
σ
Overall volatility
=2.42
Ir
Information ratio =0.1

Sanwaria Consumer Return Volatility

Sanwaria Consumer Limited accepts 2.4196% volatility on return distribution over the 30 days horizon. DOW inherits 1.211% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Sanwaria Consumer Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity

Insignificant

Investment Outlook

Sanwaria Consumer Investment Opportunity

Sanwaria Consumer Limited has a volatility of 2.42 and is 2.0 times more volatile than DOW. 21% 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 21 (%) of all global equities and portfolios over the last 30 days. Use Sanwaria Consumer Limited to enhance returns of your portfolios. The stock experiences normal upward fluctuation. Check odds of Sanwaria Consumer to be traded at 11.5 in 30 days. As returns on market increase, Sanwaria Consumer returns are expected to increase less than the market. However during bear market, the loss on holding Sanwaria Consumer will be expected to be smaller as well.

Sanwaria Consumer correlation with market

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

Sanwaria Consumer Volatility Indicators

Sanwaria Consumer Limited Current Risk Indicators

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