SQUARE FOUR (India) Risk Analysis And Volatility

SFPIL -- India Stock  

INR 22.50  0.00  0.00%

Our philosophy 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 SQUARE FOUR PROJECTS INDIA LIM which you can use to evaluate future volatility of the company. Please validate SQUARE FOUR Risk Adjusted Performance of 0.0143 and Coefficient Of Variation of 663.32 to confirm if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

SQUARE FOUR Market Sensitivity

As returns on market increase, returns on owning SQUARE FOUR are expected to decrease at a much smaller rate. During bear market, SQUARE FOUR is likely to outperform the market.
2 Months Beta |Analyze SQUARE FOUR PROJECTS Demand Trend
Check current 30 days SQUARE FOUR correlation with market (DOW)
β = -0.005

SQUARE FOUR Central Daily Price Deviation

SQUARE FOUR PROJECTS 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.

SQUARE FOUR Projected Return Density Against Market

Assuming 30 trading days horizon, SQUARE FOUR PROJECTS INDIA LIM has beta of -0.005 . This entails as returns on benchmark increase, returns on holding SQUARE FOUR are expected to decrease at a much smaller rate. During bear market, however, SQUARE FOUR PROJECTS INDIA LIM is likely to outperform the market. Additionally, SQUARE FOUR PROJECTS INDIA LIM 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 
α
Alpha over DOW
=0.0008
β
Beta against DOW=0.005
σ
Overall volatility
=0.00
Ir
Information ratio =2.69

SQUARE FOUR Return Volatility

SQUARE FOUR PROJECTS INDIA LIM accepts 0.0% 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

SQUARE FOUR Volatility Factors

60 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

60 Days Economic Sensitivity

Insignificant

Investment Outlook

SQUARE FOUR Investment Opportunity

DOW has a standard deviation of returns of 2.02 and is 9.223372036854776E16 times more volatile than SQUARE FOUR PROJECTS INDIA LIM. 0% of all equities and portfolios are less risky than SQUARE FOUR. Compared to the overall equity markets, volatility of historical daily returns of SQUARE FOUR PROJECTS INDIA LIM is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use SQUARE FOUR PROJECTS INDIA LIM to protect your portfolios 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 SQUARE FOUR to be traded at 22.28 in 30 days. . As returns on market increase, returns on owning SQUARE FOUR are expected to decrease at a much smaller rate. During bear market, SQUARE FOUR is likely to outperform the market.

SQUARE FOUR correlation with market

correlation synergy
Good diversification
Overlapping area represents the amount of risk that can be diversified away by holding SQUARE FOUR PROJECTS INDIA LIM and equity matching DJI index in the same portfolio.

SQUARE FOUR Volatility Indicators

SQUARE FOUR PROJECTS INDIA LIM Current Risk Indicators

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