SHRI RAM (India) Risk Analysis And Volatility Evaluation

SRIRAM-SM -- India Stock  

INR 13.45  0.10  0.75%

Our approach into 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 SHRI RAM SWITCHGEA which you can use to evaluate future volatility of the company. Please validate SHRI RAM Risk Adjusted Performance of 0.27 and Coefficient Of Variation of 443.98 to confirm if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

SHRI RAM Market Sensitivity

SHRI RAM returns are very sensitive to returns on the market. As market goes up or down, SHRI RAM is expected to follow.
One Month Beta |Analyze SHRI RAM SWITCHGEA Demand Trend
Check current 30 days SHRI RAM correlation with market (DOW)
β = 0.9979

SHRI RAM Central Daily Price Deviation

SHRI RAM SWITCHGEA Technical Analysis

Transformation
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SHRI RAM Projected Return Density Against Market

Assuming 30 trading days horizon, SHRI RAM has beta of 0.9979 . This entails SHRI RAM SWITCHGEA market returns are very sensitive to returns on the market. As the market benchmark goes up or down, SHRI RAM is expected to follow. Additionally, SHRI RAM SWITCHGEA 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
=1.52
β
Beta against DOW=1.00
σ
Overall volatility
=0.00
Ir
Information ratio =0.22

SHRI RAM Return Volatility

SHRI RAM SWITCHGEA accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.3198% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

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Investment Outlook

SHRI RAM Investment Opportunity

DOW has a standard deviation of returns of 1.32 and is 9.223372036854776E16 times more volatile than SHRI RAM SWITCHGEA. 0% of all equities and portfolios are less risky than SHRI RAM. Compared to the overall equity markets, volatility of historical daily returns of SHRI RAM SWITCHGEA is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use SHRI RAM SWITCHGEA to enhance returns of your portfolios. The stock experiences moderate upward volatility. Check odds of SHRI RAM to be traded at 14.8 in 30 days. SHRI RAM returns are very sensitive to returns on the market. As market goes up or down, SHRI RAM is expected to follow.

SHRI RAM correlation with market

correlation synergy
Modest diversification
Overlapping area represents the amount of risk that can be diversified away by holding SHRI RAM SWITCHGEA and equity matching DJI index in the same portfolio.

SHRI RAM Volatility Indicators

SHRI RAM SWITCHGEA Current Risk Indicators

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