Ujjivan Financial (India) Risk Analysis And Volatility Evaluation

UJJIVAN -- India Stock  

INR 360.70  0.80  0.22%

We consider Ujjivan Financial unknown risk. Ujjivan Financial owns Efficiency Ratio (i.e. Sharpe Ratio) of 0.5774 which indicates Ujjivan Financial had 0.5774% of return per unit of risk over the last 1 month. 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 Ujjivan Financial Services Limited which you can use to evaluate future volatility of the company. Please validate Ujjivan Financial Coefficient Of Variation of 549.49 and Risk Adjusted Performance of 0.06 to confirm if risk estimate we provide are consistent with the epected return of 0.1765%.
Horizon     30 Days    Login   to change

Ujjivan Financial Market Sensitivity

One Month Beta |Analyze Ujjivan Financial Demand Trend
Check current 30 days Ujjivan Financial correlation with market (DOW)
β = -0.9075
Ujjivan Financial llmost one BetaUjjivan Financial Beta Legend

Ujjivan Financial Technical Analysis

Transformation
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Ujjivan Financial Projected Return Density Against Market

Assuming 30 trading days horizon, Ujjivan Financial Services Limited has beta of -0.9075 . This entails Additionally, Ujjivan Financial Services Limited 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 
Assuming 30 trading days horizon, the coefficient of variation of Ujjivan Financial is 173.21. The daily returns are destributed with a variance of 0.09 and standard deviation of 0.31. The mean deviation of Ujjivan Financial Services Limited is currently at 0.24. For similar time horizon, the selected benchmark (DOW) has volatility of 0.37
α
Alpha over DOW
=0.32
β
Beta against DOW=0.91
σ
Overall volatility
=0.31
Ir
Information ratio =0.22

Ujjivan Financial Return Volatility

Ujjivan Financial Services Limited accepts 0.3057% volatility on return distribution over the 30 days horizon. DOW inherits 0.3625% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Ujjivan Financial Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity

Unaffected

Investment Outlook

Ujjivan Financial Investment Opportunity

DOW has a standard deviation of returns of 0.36 and is 1.16 times more volatile than Ujjivan Financial Services Limited. 2% of all equities and portfolios are less risky than Ujjivan Financial. Compared to the overall equity markets, volatility of historical daily returns of Ujjivan Financial Services Limited is lower than 2 (%) of all global equities and portfolios over the last 30 days. Use Ujjivan Financial Services Limited to enhance returns of your portfolios. The stock experiences normal upward fluctuation. Check odds of Ujjivan Financial to be traded at 378.74 in 30 days.

Ujjivan Financial correlation with market

Good diversification
Overlapping area represents the amount of risk that can be diversified away by holding Ujjivan Financial Services Lim and equity matching DJI index in the same portfolio.

Ujjivan Financial Volatility Indicators

Ujjivan Financial Services Limited Current Risk Indicators

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