SATYA MINERS (India) Risk Analysis And Volatility Evaluation

SATYA -- India Stock  

INR 3.20  0.00  0.00%

Our approach into measuring volatility of a stock is to use all available market data together with stock specific technical indicators that cannot be diversified away. We have found twenty-one technical indicators for SATYA MINERS TRANSPORTERS LT which you can use to evaluate future volatility of the entity. Please validate SATYA MINERS to confirm if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

SATYA MINERS TRANSPO Technical Analysis

Transformation
We are not able to run technical analysis function on this symbol. We either do not have that equity or its historical data is not available at this time. Please try again later.

SATYA MINERS Projected Return Density Against Market

Assuming 30 trading days horizon, SATYA MINERS has beta of 0.0 . This entails unless we do not have required data, the returns on DOW and SATYA MINERS are completely uncorrelated. Furthermore, SATYA MINERS TRANSPORTERS LTIt does not look like SATYA MINERS alpha can have any bearing on the equity current valuation.
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.00
β
Beta against DOW=0.00
σ
Overall volatility
=0.00
Ir
Information ratio =0.00

SATYA MINERS Return Volatility

SATYA MINERS TRANSPORTERS LT accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.1996% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

SATYA MINERS Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity

Insignificant

Investment Outlook

SATYA MINERS Investment Opportunity

DOW has a standard deviation of returns of 1.2 and is 9.223372036854776E16 times more volatile than SATYA MINERS TRANSPORTERS LT. 0% of all equities and portfolios are less risky than SATYA MINERS. Compared to the overall equity markets, volatility of historical daily returns of SATYA MINERS TRANSPORTERS LT is lower than 0 (%) of all global equities and portfolios over the last 30 days.

SATYA MINERS Volatility Indicators

SATYA MINERS TRANSPORTERS LT Current Risk Indicators

Also please take a look at World Market Map. Please also try Fundamentals Matrix module to view fundamentals matrix and analyze how accounts are interrelated and interconnected with each other.
Search macroaxis.com