Tide Water (India) Risk Analysis And Volatility Evaluation

TIDEWATER -- India Stock  

INR 4,919  144.70  2.86%

Our philosophy towards 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 Tide Water Oil Co Ltd which you can use to evaluate future volatility of the company. Please validate Tide Water Coefficient Of Variation of 167.90 and Risk Adjusted Performance of 0.73 to confirm if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

Tide Water Market Sensitivity

As returns on market increase, Tide Water returns are expected to increase less than the market. However during bear market, the loss on holding Tide Water will be expected to be smaller as well.
One Month Beta |Analyze Tide Water Oil Demand Trend
Check current 30 days Tide Water correlation with market (DOW)
β = 0.0042

Tide Water Central Daily Price Deviation

Tide Water Oil Technical Analysis

Transformation
We are not able to run technical analysis function on this symbol. We either do not have that equity or its historical data is not available at this time. Please try again later.

Tide Water Projected Return Density Against Market

Assuming 30 trading days horizon, Tide Water has beta of 0.0042 . This entails as returns on market go up, Tide Water average returns are expected to increase less than the benchmark. However during bear market, the loss on holding Tide Water Oil Co Ltd will be expected to be much smaller as well. Additionally, Tide Water Oil Co Ltd 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
=0.66
β
Beta against DOW=0.0042
σ
Overall volatility
=0.00
Ir
Information ratio =0.53

Tide Water Return Volatility

Tide Water Oil Co Ltd accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.1955% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Tide Water Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity

Insignificant

Investment Outlook

Tide Water Investment Opportunity

DOW has a standard deviation of returns of 1.2 and is 9.223372036854776E16 times more volatile than Tide Water Oil Co Ltd. 0% of all equities and portfolios are less risky than Tide Water. Compared to the overall equity markets, volatility of historical daily returns of Tide Water Oil Co Ltd is lower than 0 (%) of all global equities and portfolios over the last 30 days.

Tide Water Volatility Indicators

Tide Water Oil Co Ltd Current Risk Indicators

Also please take a look at World Market Map. Please also try Piotroski F Score module to get piotroski f score based on binary analysis strategy of nine different fundamentals.
Search macroaxis.com