RESERVE BK (India) Risk Analysis And Volatility Evaluation

SGBNOV24-GB -- India Stock  

INR 2,748  11.00  0.40%

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 0.0144, Semi Deviation of 1.15 and Risk Adjusted Performance of 0.0116 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, RESERVE BK returns are expected to increase less than the market. However during bear market, the loss on holding RESERVE BK will be expected to be smaller as well.
One Month Beta |Analyze RESERVE BK INDIA Demand Trend
Check current 30 days RESERVE BK correlation with market (DOW)
β = 0.4073
RESERVE BK Central Price Deviations

RESERVE BK INDIA Technical Analysis

Transformation
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RESERVE BK Projected Return Density Against Market

Assuming 30 trading days horizon, RESERVE BK has beta of 0.4073 . This entails as returns on market go up, RESERVE BK average returns are expected to increase less than the benchmark. However during bear market, the loss on holding RESERVE BK INDIA will be expected to be much smaller as well. Moreover, RESERVE BK INDIA has an alpha of 0.0068 implying that it can potentially generate 0.0068% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.0068
β
Beta against DOW=0.41
σ
Overall volatility
=0.00
Ir
Information ratio =0.0099

RESERVE BK Return Volatility

RESERVE BK INDIA accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.2145% 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 1.21 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 protect against small markets fluctuations. The stock experiences normal downward trend and little activity. Check odds of RESERVE BK to be traded at 2720.52 in 30 days. As returns on market increase, RESERVE BK returns are expected to increase less than the market. However during bear market, the loss on holding RESERVE BK will be expected to be smaller as well.

RESERVE BK correlation with market

correlation synergy
Weak 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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