TNPETRO6 (India) Risk Analysis And Volatility Evaluation

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 TNPETRO6 BO which you can use to evaluate future volatility of the company. Please validate TNPETRO6 to confirm if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

TNPETRO6 BO Technical Analysis

Transformation
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TNPETRO6 Projected Return Density Against Market

Assuming 30 trading days horizon, TNPETRO6 has beta of 0.0 . This entails unless we do not have required data, the returns on DOW and TNPETRO6 are completely uncorrelated. Furthermore, TNPETRO6 BOIt does not look like TNPETRO6 alpha can have any bearing on the equity current valuation.
α
Alpha over DOW
=0.00
β
Beta against DOW=0.00
σ
Overall volatility
=0.00
Ir
Information ratio =0.00

TNPETRO6 Return Volatility

TNPETRO6 BO accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 0.3625% risk (volatility on return distribution) over the 30 days horizon.
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Investment Outlook

TNPETRO6 Investment Opportunity

DOW has a standard deviation of returns of 0.36 and is 9.223372036854776E16 times more volatile than TNPETRO6 BO. 0% of all equities and portfolios are less risky than TNPETRO6. Compared to the overall equity markets, volatility of historical daily returns of TNPETRO6 BO is lower than 0 (%) of all global equities and portfolios over the last 30 days.

TNPETRO6 Volatility Indicators

TNPETRO6 BO 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.
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