SELLWIN TRADERS (India) Risk Analysis And Volatility Evaluation

SELLWIN -- India Stock  

INR 12.60  0.00  0.00%

Our approach towards 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 SELLWIN TRADERS LIMITED which you can use to evaluate future volatility of the company. Please validate SELLWIN TRADERS Risk Adjusted Performance of 0.1078 and Coefficient Of Variation of 469.04 to confirm if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

SELLWIN TRADERS Market Sensitivity

As returns on market increase, SELLWIN TRADERS returns are expected to increase less than the market. However during bear market, the loss on holding SELLWIN TRADERS will be expected to be smaller as well.
One Month Beta |Analyze SELLWIN TRADERS LIMITED Demand Trend
Check current 30 days SELLWIN TRADERS correlation with market (DOW)
β = 0.3732
SELLWIN TRADERS Small BetaSELLWIN TRADERS LIMITED Beta Legend

SELLWIN TRADERS LIMITED Technical Analysis

Transformation
The output start index for this execution was zero with a total number of output elements of seventeen. SELLWIN TRADERS LIMITED 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.

SELLWIN TRADERS Projected Return Density Against Market

Assuming 30 trading days horizon, SELLWIN TRADERS has beta of 0.3732 . This entails as returns on market go up, SELLWIN TRADERS average returns are expected to increase less than the benchmark. However during bear market, the loss on holding SELLWIN TRADERS LIMITED will be expected to be much smaller as well. Moreover, SELLWIN TRADERS LIMITED has an alpha of 0.1617 implying that it can potentially generate 0.1617% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.16
β
Beta against DOW=0.37
σ
Overall volatility
=0.00
Ir
Information ratio =0.06

SELLWIN TRADERS Return Volatility

SELLWIN TRADERS LIMITED accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 0.4541% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

SELLWIN TRADERS Volatility Factors

30 Days Market Risk

Not too risky

Chance of Distress in 24 months

High

30 Days Economic Sensitivity

Slowly supersedes market

Investment Outlook

SELLWIN TRADERS Investment Opportunity

DOW has a standard deviation of returns of 0.45 and is 9.223372036854776E16 times more volatile than SELLWIN TRADERS LIMITED. 0% of all equities and portfolios are less risky than SELLWIN TRADERS. Compared to the overall equity markets, volatility of historical daily returns of SELLWIN TRADERS LIMITED is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use SELLWIN TRADERS LIMITED 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 SELLWIN TRADERS to be traded at 12.47 in 30 days. As returns on market increase, SELLWIN TRADERS returns are expected to increase less than the market. However during bear market, the loss on holding SELLWIN TRADERS will be expected to be smaller as well.

SELLWIN TRADERS correlation with market

Average diversification
Overlapping area represents the amount of risk that can be diversified away by holding SELLWIN TRADERS LIMITED and equity matching DJI index in the same portfolio.

SELLWIN TRADERS Volatility Indicators

SELLWIN TRADERS LIMITED Current Risk Indicators

Also please take a look at World Market Map. Please also try Performance Analysis module to check effects of mean-variance optimization against your current asset allocation.
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