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 TrendCheck current 30 days Sanwaria Consumer correlation with market (DOW)|
β = 0.0234
Sanwaria Consumer Central Daily Price Deviation
Sanwaria Consumer Technical Analysis
Sanwaria Consumer Projected Return Density Against MarketAssuming 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
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
|Alpha over DOW||=||0.37|
|Beta against DOW||=||0.0234|
Sanwaria Consumer Return VolatilitySanwaria 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.
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