Sanwaria Consumer (India) Risk Analysis And Volatility

SANWARIA -- India Stock  

INR 8.00  0.15  1.84%

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

Unknown risk

Chance of Distress in 24 months

Unknown Odds

60 Days Economic Sensitivity

Insignificant
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 Trend
Check current 30 days Sanwaria Consumer correlation with market (DOW)
β = -0.0897

Sanwaria Consumer Central Daily Price Deviation

Sanwaria Consumer Technical Analysis

Transformation
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Sanwaria Consumer Projected Return Density Against Market

Assuming 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 
      Returns 
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
α
Alpha over DOW
=0.35
β
Beta against DOW=0.09
σ
Overall volatility
=2.49
Ir
Information ratio =0.16

Sanwaria Consumer Return Volatility

the 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.
 Performance (%) 
      Timeline 

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

correlation synergy
Good 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 Current Risk Indicators

Sanwaria Consumer Suggested Diversification Pairs

Also please take a look at World Market Map. Please also try Price Transformation module to use price transformation models to analyze depth of different equity instruments across global markets.
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