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 to confirm if risk estimate we provide are consistent with the epected return of 0.0%.

60 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Odds

60 Days Economic Sensitivity

Insignificant
Horizon     30 Days    Login   to change

SQUARE FOUR PROJECTS Technical Analysis

Transformation
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SQUARE FOUR Projected Return Density Against Market

Assuming 30 trading days horizon, SQUARE FOUR has beta of 0.0 . This entails the returns on DOW and SQUARE FOUR do not appear to be sensitive. Furthermore, It does not look like the company alpha can have any bearing on the equity current valuation.
 Predicted Return Density 
      Returns 
Assuming 30 trading days horizon, the coefficient of variation of SQUARE FOUR is 0.0. The daily returns are destributed with a variance of 0.0 and standard deviation of 0.0. The mean deviation of SQUARE FOUR PROJECTS INDIA LIM is currently at 0.0. For similar time horizon, the selected benchmark (DOW) has volatility of 0.76
α
Alpha over DOW
=0.00
β
Beta against DOW=0.00
σ
Overall volatility
=0.00
Ir
Information ratio =0.00

SQUARE FOUR Return Volatility

the company accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 0.7891% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

SQUARE FOUR Investment Opportunity

DOW has a standard deviation of returns of 0.79 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.

SQUARE FOUR Current Risk Indicators

SQUARE FOUR Suggested Diversification Pairs

Also please take a look at World Market Map. Please also try Portfolio Diagnostics module to use generated alerts and portfolio events aggregator to diagnose current holdings.
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