Ucal Fuel (India) Risk Analysis And Volatility

UCALFUEL -- India Stock  

INR 164.05  3.00  1.86%

Macroaxis considers Ucal Fuel to be unknown risk. Ucal Fuel Systems owns Efficiency Ratio (i.e. Sharpe Ratio) of -0.1809 which indicates the firm had -0.1809% of return per unit of risk over the last 2 months. 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 Coefficient Of Variation of (613.04) and Risk Adjusted Performance of (0.29) to confirm risk estimate we provide.
Horizon     30 Days    Login   to change

Ucal Fuel Market Sensitivity

As returns on market increase, Ucal Fuel returns are expected to increase less than the market. However during bear market, the loss on holding Ucal Fuel will be expected to be smaller as well.
2 Months Beta |Analyze Ucal Fuel Systems Demand Trend
Check current 30 days Ucal Fuel correlation with market (DOW)
β = 0.1172

Ucal Fuel Central Daily Price Deviation

Ucal Fuel Systems Technical Analysis

Transformation
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Ucal Fuel Projected Return Density Against Market

Assuming 30 trading days horizon, Ucal Fuel has beta of 0.1172 . This entails as returns on market go up, Ucal Fuel average returns are expected to increase less than the benchmark. However during bear market, the loss on holding Ucal Fuel Systems 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. Ucal Fuel Systems is significantly underperforming DOW.
 Predicted Return Density 
      Returns 
Assuming 30 trading days horizon, the coefficient of variation of Ucal Fuel is -552.73. The daily returns are destributed with a variance of 2.85 and standard deviation of 1.69. The mean deviation of Ucal Fuel Systems Limited is currently at 1.34. For similar time horizon, the selected benchmark (DOW) has volatility of 1.79
α
Alpha over DOW
=0.28
β
Beta against DOW=0.12
σ
Overall volatility
=1.69
Ir
Information ratio =0.21

Ucal Fuel Return Volatility

the firm accepts 1.6871% volatility on return distribution over the 30 days horizon. the entity inherits 1.8964% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Ucal Fuel Volatility Factors

60 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

60 Days Economic Sensitivity

Insignificant

Investment Outlook

Ucal Fuel Investment Opportunity

DOW has a standard deviation of returns of 1.9 and is 1.12 times more volatile than Ucal Fuel Systems Limited. 15% 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 15 (%) of all global equities and portfolios over the last 30 days. Use Ucal Fuel Systems Limited to enhance returns of your portfolios. The stock experiences large bullish trend. Check odds of Ucal Fuel to be traded at 180.46 in 30 days. . As returns on market increase, Ucal Fuel returns are expected to increase less than the market. However during bear market, the loss on holding Ucal Fuel will be expected to be smaller as well.

Ucal Fuel correlation with market

correlation synergy
Average 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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