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 TrendCheck current 30 days SQUARE FOUR correlation with market (DOW)|
β = -0.005
SQUARE FOUR Central Daily Price Deviation
SQUARE FOUR PROJECTS Technical Analysis
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SQUARE FOUR Projected Return Density Against MarketAssuming 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
|Alpha over DOW||=||0.0008|
|Beta against DOW||=||0.005|
SQUARE FOUR Return VolatilitySQUARE 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.
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