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TATA STEEL (India) Risk Analysis And Volatility

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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 TATA STEEL BSL LTD which you can use to evaluate future volatility of the entity. Please validate TATA STEEL to confirm if risk estimate we provide are consistent with the epected return of 0.0%.

TATA STEEL BSL Technical Analysis

Transformation
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TATA STEEL Projected Return Density Against Market

Assuming 30 trading days horizon, TATA STEEL has beta of 0.0 . This entails the returns on DOW and TATA STEEL do not appear to be highly reactive. Furthermore, It does not look like the company alpha can have any bearing on the equity current valuation.
Assuming 30 trading days horizon, the coefficient of variation of TATA STEEL is 0.0. The daily returns are destributed with a variance of 0.0 and standard deviation of 0.0. The mean deviation of TATA STEEL BSL LTD is currently at 0.0. For similar time horizon, the selected benchmark (DOW) has volatility of 0.78
α
Alpha over DOW
=0.00
β
Beta against DOW=0.00
σ
Overall volatility
=0.00
Ir
Information ratio =0.00

TATA STEEL Return Volatility

the business accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 0.7938% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
    
  Timeline 

TATA STEEL Investment Opportunity

DOW has a standard deviation of returns of 0.79 and is 9.223372036854776E16 times more volatile than TATA STEEL BSL LTD. of all equities and portfolios are less risky than TATA STEEL. Compared to the overall equity markets, volatility of historical daily returns of TATA STEEL BSL LTD is lower than 0 () of all global equities and portfolios over the last 30 days.

TATA STEEL Current Risk Indicators

TATA STEEL Suggested Diversification Pairs

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