SQUARE FOUR (India) Risk Analysis And Volatility Evaluation

SFPIL -- India Stock  

INR 22.50  0.00  0.00%

We consider SQUARE FOUR not too risky. SQUARE FOUR PROJECTS owns Efficiency Ratio (i.e. Sharpe Ratio) of 0.25 which indicates SQUARE FOUR PROJECTS had 0.25% of return per unit of standard deviation over the last 1 month. 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 0.0527 and Coefficient Of Variation of 469.04 to confirm if risk estimate we provide are consistent with the epected return of 0.0279%.
Horizon     30 Days    Login   to change

SQUARE FOUR Market Sensitivity

As returns on market increase, SQUARE FOUR returns are expected to increase less than the market. However during bear market, the loss on holding SQUARE FOUR will be expected to be smaller as well.
One Month Beta |Analyze SQUARE FOUR PROJECTS Demand Trend
Check current 30 days SQUARE FOUR correlation with market (DOW)
β = 0.0462
SQUARE FOUR Small BetaSQUARE FOUR PROJECTS Beta Legend

SQUARE FOUR PROJECTS Technical Analysis

Transformation
The output start index for this execution was zero with a total number of output elements of seventeen. SQUARE FOUR PROJECTS 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.

SQUARE FOUR Projected Return Density Against Market

Assuming 30 trading days horizon, SQUARE FOUR has beta of 0.0462 . This entails as returns on market go up, SQUARE FOUR average returns are expected to increase less than the benchmark. However during bear market, the loss on holding SQUARE FOUR PROJECTS INDIA LIM will be expected to be much smaller as well. Moreover, SQUARE FOUR PROJECTS INDIA LIM has an alpha of 0.006 implying that it can potentially generate 0.006% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
Assuming 30 trading days horizon, the coefficient of variation of SQUARE FOUR is 400.0. The daily returns are destributed with a variance of 0.01 and standard deviation of 0.11. The mean deviation of SQUARE FOUR PROJECTS INDIA LIM is currently at 0.05. For similar time horizon, the selected benchmark (DOW) has volatility of 0.39
α
Alpha over DOW
=0.006
β
Beta against DOW=0.0462
σ
Overall volatility
=0.11
Ir
Information ratio =0.86

SQUARE FOUR Return Volatility

SQUARE FOUR PROJECTS INDIA LIM accepts 0.1116% volatility on return distribution over the 30 days horizon. DOW inherits 0.3947% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

SQUARE FOUR Volatility Factors

30 Days Market Risk

Not too risky

Chance of Distress in 24 months

Below average

30 Days Economic Sensitivity

Barely shadows market

Investment Outlook

SQUARE FOUR Investment Opportunity

DOW has a standard deviation of returns of 0.39 and is 3.55 times more volatile than SQUARE FOUR PROJECTS INDIA LIM. 1% 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 1 (%) of all global equities and portfolios over the last 30 days. Use SQUARE FOUR PROJECTS INDIA LIM 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 SQUARE FOUR to be traded at 22.28 in 30 days. As returns on market increase, SQUARE FOUR returns are expected to increase less than the market. However during bear market, the loss on holding SQUARE FOUR will be expected to be smaller as well.

SQUARE FOUR correlation with market

Average 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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