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STEPHANOTIS FINANCE (India) Risk Analysis And Volatility

ST
STEPHANOTIS -- India Stock  

INR 46.00  0.00  0.00%

Macroaxis considers STEPHANOTIS FINANCE to be not too volatile. STEPHANOTIS FINANCE owns Efficiency Ratio (i.e. Sharpe Ratio) of -0.0995 which indicates the firm had -0.0995% of return per unit of volatility over the last 3 months. Macroaxis approach towards measuring risk of any stock is to look at both systematic and un-systematic factors of the business, including all available market data and technical indicators. STEPHANOTIS FINANCE LIMITED exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to validate STEPHANOTIS FINANCE Coefficient Of Variation of (1,734) and Risk Adjusted Performance of (0.037253) to confirm risk estimate we provide.
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STEPHANOTIS FINANCE Market Sensitivity

As returns on market increase, STEPHANOTIS FINANCE returns are expected to increase less than the market. However during bear market, the loss on holding STEPHANOTIS FINANCE will be expected to be smaller as well.
3 Months Beta |Analyze STEPHANOTIS FINANCE Demand Trend
Check current 30 days STEPHANOTIS FINANCE correlation with market (DOW)
β = 0.0616

STEPHANOTIS FINANCE Central Daily Price Deviation

STEPHANOTIS FINANCE Technical Analysis

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STEPHANOTIS FINANCE Projected Return Density Against Market

Assuming 30 trading days horizon, STEPHANOTIS FINANCE has beta of 0.0616 . This entails as returns on market go up, STEPHANOTIS FINANCE average returns are expected to increase less than the benchmark. However during bear market, the loss on holding STEPHANOTIS FINANCE LIMITED will be expected to be much smaller as well. Additionally, The company has a negative alpha implying that the risk taken by holding this equity is not justified. STEPHANOTIS FINANCE is significantly underperforming DOW.
 Predicted Return Density 
    
  Returns 
Assuming 30 trading days horizon, the coefficient of variation of STEPHANOTIS FINANCE is -1004.98. The daily returns are destributed with a variance of 5.95 and standard deviation of 2.44. The mean deviation of STEPHANOTIS FINANCE LIMITED is currently at 1.56. For similar time horizon, the selected benchmark (DOW) has volatility of 0.78
α
Alpha over DOW
=0.2
β
Beta against DOW=0.06
σ
Overall volatility
=2.44
Ir
Information ratio =0.08

STEPHANOTIS FINANCE Return Volatility

the corporation accepts 2.4402% volatility on return distribution over the 30 days horizon. the entity inherits 0.8077% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
    
  Timeline 

STEPHANOTIS FINANCE Investment Opportunity

STEPHANOTIS FINANCE LIMITED has a volatility of 2.44 and is 3.01 times more volatile than DOW. 21  of all equities and portfolios are less risky than STEPHANOTIS FINANCE. Compared to the overall equity markets, volatility of historical daily returns of STEPHANOTIS FINANCE LIMITED is lower than 21 () of all global equities and portfolios over the last 30 days. Use STEPHANOTIS FINANCE LIMITED 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 STEPHANOTIS FINANCE to be traded at 45.54 in 30 days. . As returns on market increase, STEPHANOTIS FINANCE returns are expected to increase less than the market. However during bear market, the loss on holding STEPHANOTIS FINANCE will be expected to be smaller as well.

STEPHANOTIS FINANCE correlation with market

correlation synergy
Significant diversification
Overlapping area represents the amount of risk that can be diversified away by holding STEPHANOTIS FINANCE LIMITED and equity matching DJI index in the same portfolio.

STEPHANOTIS FINANCE Current Risk Indicators

STEPHANOTIS FINANCE Suggested Diversification Pairs

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