RESERVE BK (India) Risk Analysis And Volatility Evaluation

SGBNOV24-GB -- India Stock  

INR 2,787  30.99  1.12%

Our approach into forecasting 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 RESERVE BK INDIA which you can use to evaluate future volatility of the company. Please check RESERVE BK INDIA Market Risk Adjusted Performance of 1.6 and Risk Adjusted Performance of 0.08 to confirm if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

RESERVE BK Market Sensitivity

As returns on market increase, returns on owning RESERVE BK are expected to decrease at a much smaller rate. During bear market, RESERVE BK is likely to outperform the market.
One Month Beta |Analyze RESERVE BK INDIA Demand Trend
Check current 30 days RESERVE BK correlation with market (DOW)
β = -0.1384
RESERVE BK Almost negative betaRESERVE BK INDIA Beta Legend

RESERVE BK INDIA Technical Analysis

Transformation
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RESERVE BK Projected Return Density Against Market

Assuming 30 trading days horizon, RESERVE BK INDIA has beta of -0.1384 . This entails as returns on benchmark increase, returns on holding RESERVE BK are expected to decrease at a much smaller rate. During bear market, however, RESERVE BK INDIA is likely to outperform the market. Additionally, RESERVE BK INDIA 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
=0.21
β
Beta against DOW=0.14
σ
Overall volatility
=0.00
Ir
Information ratio =0.33

RESERVE BK Return Volatility

RESERVE BK INDIA accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 0.3914% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

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Investment Outlook

RESERVE BK Investment Opportunity

DOW has a standard deviation of returns of 0.39 and is 9.223372036854776E16 times more volatile than RESERVE BK INDIA. 0% of all equities and portfolios are less risky than RESERVE BK. Compared to the overall equity markets, volatility of historical daily returns of RESERVE BK INDIA is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use RESERVE BK INDIA to enhance returns of your portfolios. The stock experiences large bullish trend. Check odds of RESERVE BK to be traded at 3065.72 in 30 days. As returns on market increase, returns on owning RESERVE BK are expected to decrease at a much smaller rate. During bear market, RESERVE BK is likely to outperform the market.

RESERVE BK correlation with market

Good diversification
Overlapping area represents the amount of risk that can be diversified away by holding RESERVE BK INDIA and equity matching DJI index in the same portfolio.

RESERVE BK Volatility Indicators

RESERVE BK INDIA Current Risk Indicators

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