SATYA MINERS (India) Risk Analysis And Volatility Evaluation

SATYA -- India Stock  

INR 3.20  0.00  0.00%

Macroaxis considers SATYA MINERS to be relatively volatile. SATYA MINERS TRANSPO owns Efficiency Ratio (i.e. Sharpe Ratio) of -0.2236 which indicates SATYA MINERS TRANSPO had -0.2236% of return per unit of standard deviation over the last 1 month. Macroaxis approach into 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. SATYA MINERS TRANSPORTERS LT exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to validate SATYA MINERS Risk Adjusted Performance of 0.1 and Market Risk Adjusted Performance of 6.67 to confirm risk estimate we provide.
Horizon     30 Days    Login   to change

SATYA MINERS Market Sensitivity

As returns on market increase, SATYA MINERS returns are expected to increase less than the market. However during bear market, the loss on holding SATYA MINERS will be expected to be smaller as well.
One Month Beta |Analyze SATYA MINERS TRANSPO Demand Trend
Check current 30 days SATYA MINERS correlation with market (DOW)
β = 0.0339
SATYA MINERS Small BetaSATYA MINERS TRANSPO Beta Legend

SATYA MINERS TRANSPO Technical Analysis

Transformation
The output start index for this execution was zero with a total number of output elements of seventeen. SATYA MINERS TRANSPO 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.

SATYA MINERS Projected Return Density Against Market

Assuming 30 trading days horizon, SATYA MINERS has beta of 0.0339 . This entails as returns on market go up, SATYA MINERS average returns are expected to increase less than the benchmark. However during bear market, the loss on holding SATYA MINERS TRANSPORTERS LT will be expected to be much smaller as well. Additionally, SATYA MINERS TRANSPORTERS LT 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 SATYA MINERS is -447.21. The daily returns are destributed with a variance of 1.13 and standard deviation of 1.06. The mean deviation of SATYA MINERS TRANSPORTERS LT is currently at 0.45. For similar time horizon, the selected benchmark (DOW) has volatility of 0.48
α
Alpha over DOW
=0.23
β
Beta against DOW=0.0339
σ
Overall volatility
=1.06
Ir
Information ratio =0.37

SATYA MINERS Return Volatility

SATYA MINERS TRANSPORTERS LT accepts 1.0648% volatility on return distribution over the 30 days horizon. DOW inherits 0.4303% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

SATYA MINERS Volatility Factors

30 Days Market Risk

Relatively volatile

Chance of Distress in 24 months

High

30 Days Economic Sensitivity

Barely shadows market

Investment Outlook

SATYA MINERS Investment Opportunity

SATYA MINERS TRANSPORTERS LT has a volatility of 1.06 and is 2.47 times more volatile than DOW. 9% 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 9 (%) of all global equities and portfolios over the last 30 days. Use SATYA MINERS TRANSPORTERS LT to protect against small markets fluctuations. The stock experiences normal downward trend, but the immediate impact on correlations cannot be determined at the moment . Check odds of SATYA MINERS to be traded at 3.17 in 30 days. As returns on market increase, SATYA MINERS returns are expected to increase less than the market. However during bear market, the loss on holding SATYA MINERS will be expected to be smaller as well.

SATYA MINERS correlation with market

Significant diversification
Overlapping area represents the amount of risk that can be diversified away by holding SATYA MINERS TRANSPORTERS LT and equity matching DJI index in the same portfolio.

SATYA MINERS Volatility Indicators

SATYA MINERS TRANSPORTERS LT Current Risk Indicators

Also please take a look at World Market Map. Please also try Fundamentals Comparison module to compare fundamentals across multiple equities to find investing opportunities.
Search macroaxis.com