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 TrendCheck current 30 days Ucal Fuel correlation with market (DOW)|
β = 0.1172
Ucal Fuel Central Daily Price Deviation
Ucal Fuel Systems Technical Analysis
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Ucal Fuel Projected Return Density Against MarketAssuming 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
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
|Alpha over DOW||=||0.28|
|Beta against DOW||=||0.12|
Ucal Fuel Return Volatilitythe 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.
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