Sanwaria Consumer (India) Risk Analysis And Volatility

SANWARIA -- India Stock  

INR 10.10  0.10  0.98%

Macroaxis considers Sanwaria Consumer to be relatively risky. Sanwaria Consumer owns Efficiency Ratio (i.e. Sharpe Ratio) of -0.0553 which indicates Sanwaria Consumer had -0.0553% 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 (863.58) and Risk Adjusted Performance of (0.22) 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.
2 Months Beta |Analyze Sanwaria Consumer Demand Trend
Check current 30 days Sanwaria Consumer correlation with market (DOW)
β = 0.0234

Sanwaria Consumer Central Daily Price Deviation

Sanwaria Consumer Technical Analysis

Transformation
The output start index for this execution was zero with a total number of output elements of thirty-nine. Sanwaria Consumer Average Price is the average of the sum of open, high, low and close daily prices of a bar. It can be used to smooth an indicator that normally takes just the closing price as input. View also all equity analysis or get more info about average price price transform indicator.

Sanwaria Consumer Projected Return Density Against Market

Assuming 30 trading days horizon, Sanwaria Consumer has beta of 0.0234 . 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 -1809.79. The daily returns are destributed with a variance of 11.43 and standard deviation of 3.38. The mean deviation of Sanwaria Consumer Limited is currently at 2.1. For similar time horizon, the selected benchmark (DOW) has volatility of 1.97
α
Alpha over DOW
=0.37
β
Beta against DOW=0.0234
σ
Overall volatility
=3.38
Ir
Information ratio =0.06

Sanwaria Consumer Return Volatility

Sanwaria Consumer Limited accepts 3.3816% volatility on return distribution over the 30 days horizon. DOW inherits 2.0235% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Sanwaria Consumer Volatility Factors

60 Days Market Risk

Relatively risky

Chance of Distress in 24 months

High

60 Days Economic Sensitivity

Barely shadows market

Investment Outlook

Sanwaria Consumer Investment Opportunity

Sanwaria Consumer Limited has a volatility of 3.38 and is 1.67 times more volatile than DOW. 30% 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 30 (%) 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 moderate downward daily trend and can be a good diversifier. Check odds of Sanwaria Consumer to be traded at 9.9 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
Significant 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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