Ucal Fuel (India) Risk Analysis And Volatility Evaluation

UCALFUEL -- India Stock  

INR 211.75  19.00  8.23%

Macroaxis considers Ucal Fuel to be not too risky. Ucal Fuel Systems owns Efficiency Ratio (i.e. Sharpe Ratio) of -0.0514 which indicates Ucal Fuel Systems had -0.0514% of return per unit of risk over the last 1 month. Macroaxis philosophy 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. Ucal Fuel Systems Limited exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to validate Ucal Fuel Semi Deviation of 3.73, Coefficient Of Variation of 15078.71 and Risk Adjusted Performance of 0.0115 to confirm risk estimate we provide.
Horizon     30 Days    Login   to change

Ucal Fuel Market Sensitivity

As returns on market increase, returns on owning Ucal Fuel are expected to decrease by larger amounts. On the other hand, during market turmoil, Ucal Fuel is expected to significantly outperform it.
One Month Beta |Analyze Ucal Fuel Systems Demand Trend
Check current 30 days Ucal Fuel correlation with market (DOW)
β = -2.8995
Ucal Fuel Large Negative BetaUcal Fuel Systems Beta Legend

Ucal Fuel Systems Technical Analysis

Transformation
The output start index for this execution was zero with a total number of output elements of seventeen. Ucal Fuel Systems Average Price is the average of the sum of open, high, low and close daily prices of a bar. It can be used to smooth an indicator that normally takes just the closing price as input. View also all equity analysis or get more info about average price price transform indicator.

Ucal Fuel Projected Return Density Against Market

Assuming 30 trading days horizon, Ucal Fuel Systems Limited has beta of -2.8995 . This entails as returns on its benchmark rise, returns on holding Ucal Fuel Systems Limited are expected to decrease by similarly larger amounts. On the other hand, during market turmoils, Ucal Fuel is expected to outperform its benchmark. Moreover, Ucal Fuel Systems Limited has an alpha of 0.4917 implying that it can potentially generate 0.4917% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
Assuming 30 trading days horizon, the coefficient of variation of Ucal Fuel is -1947.35. The daily returns are destributed with a variance of 11.31 and standard deviation of 3.36. The mean deviation of Ucal Fuel Systems Limited is currently at 2.36. For similar time horizon, the selected benchmark (DOW) has volatility of 0.45
α
Alpha over DOW
=0.49
β
Beta against DOW=2.9
σ
Overall volatility
=3.36
Ir
Information ratio =0.05

Ucal Fuel Return Volatility

Ucal Fuel Systems Limited accepts 3.3628% volatility on return distribution over the 30 days horizon. DOW inherits 0.444% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Ucal Fuel Volatility Factors

30 Days Market Risk

Not too risky

Chance of Distress in 24 months

Below average

30 Days Economic Sensitivity

Completely opposite to market

Investment Outlook

Ucal Fuel Investment Opportunity

Ucal Fuel Systems Limited has a volatility of 3.36 and is 7.64 times more volatile than DOW. 30% of all equities and portfolios are less risky than Ucal Fuel. Compared to the overall equity markets, volatility of historical daily returns of Ucal Fuel Systems Limited is lower than 30 (%) of all global equities and portfolios over the last 30 days. Use Ucal Fuel Systems Limited to protect against small markets fluctuations. The stock experiences very speculative upward sentiment.. Check odds of Ucal Fuel to be traded at 201.16 in 30 days. As returns on market increase, returns on owning Ucal Fuel are expected to decrease by larger amounts. On the other hand, during market turmoil, Ucal Fuel is expected to significantly outperform it.

Ucal Fuel correlation with market

Very good diversification
Overlapping area represents the amount of risk that can be diversified away by holding Ucal Fuel Systems Limited and equity matching DJI index in the same portfolio.

Ucal Fuel Volatility Indicators

Ucal Fuel Systems Limited Current Risk Indicators

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