|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 TrendCheck current 30 days SQUARE FOUR correlation with market (DOW)|
β = 0.0462
SQUARE FOUR PROJECTS Technical Analysis
SQUARE FOUR Projected Return Density Against MarketAssuming 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
SQUARE FOUR Return VolatilitySQUARE 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.