Vimta Labs (India) Risk Analysis And Volatility

VIMTALABS -- India Stock  

INR 268.60  3.45  1.30%

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 Vimta Labs Limited which you can use to evaluate future volatility of the company. Please validate Vimta Labs Coefficient Of Variation of 548.39 and Risk Adjusted Performance of 0.3264 to confirm if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

Vimta Labs Market Sensitivity

As returns on market increase, returns on owning Vimta Labs are expected to decrease at a much smaller rate. During bear market, Vimta Labs is likely to outperform the market.
2 Months Beta |Analyze Vimta Labs Limited Demand Trend
Check current 30 days Vimta Labs correlation with market (DOW)
β = -0.1517

Vimta Labs Central Daily Price Deviation

Vimta Labs Limited Technical Analysis

Transformation
We are not able to run technical analysis function on this symbol. We either do not have that equity or its historical data is not available at this time. Please try again later.

Vimta Labs Projected Return Density Against Market

Assuming 30 trading days horizon, Vimta Labs Limited has beta of -0.1517 . This entails as returns on benchmark increase, returns on holding Vimta Labs are expected to decrease at a much smaller rate. During bear market, however, Vimta Labs Limited is likely to outperform the market. Moreover, The company has an alpha of 0.3072 implying that it can potentially generate 0.3072% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.31
β
Beta against DOW=0.15
σ
Overall volatility
=0.00
Ir
Information ratio =0.13

Vimta Labs Return Volatility

the company accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 1.9038% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Vimta Labs Volatility Factors

60 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

60 Days Economic Sensitivity

Insignificant

Investment Outlook

Vimta Labs Investment Opportunity

DOW has a standard deviation of returns of 1.9 and is 9.223372036854776E16 times more volatile than Vimta Labs Limited. 0% of all equities and portfolios are less risky than Vimta Labs. Compared to the overall equity markets, volatility of historical daily returns of Vimta Labs Limited is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use Vimta Labs Limited to enhance returns of your portfolios. The stock experiences large bullish trend. Check odds of Vimta Labs to be traded at 295.46 in 30 days. . As returns on market increase, returns on owning Vimta Labs are expected to decrease at a much smaller rate. During bear market, Vimta Labs is likely to outperform the market.

Vimta Labs correlation with market

correlation synergy
Good diversification
Overlapping area represents the amount of risk that can be diversified away by holding Vimta Labs Limited and equity matching DJI index in the same portfolio.

Vimta Labs Volatility Indicators

Vimta Labs Limited Current Risk Indicators

Also please take a look at World Market Map. Please also try Global Markets Map module to get a quick overview of global market snapshot using zoomable world map. drill down to check world indexes.
Search macroaxis.com