Vimta Labs (India) Risk Analysis And Volatility Evaluation

VIMTALABS -- India Stock  

INR 320.05  7.15  2.19%

Vimta Labs is not too risky given 1 month investment horizon. Vimta Labs Limited owns Efficiency Ratio (i.e. Sharpe Ratio) of 0.3296 which indicates Vimta Labs Limited had 0.3296% of return per unit of risk over the last 1 month. Our philosophy towards measuring risk of a stock is to use both market data as well as company specific technical data. We found twenty different technical indicators which can help you to evaluate if expected returns of 1.3173% are justified by taking the suggested risk. Use Vimta Labs Limited Semi Deviation of 1.41, Coefficient Of Variation of 366.91 and Risk Adjusted Performance of 0.01 to evaluate company specific risk that cannot be diversified away.
Horizon     30 Days    Login   to change

Vimta Labs Limited Technical Analysis

Transformation
null. The output start index for this execution was zero with a total number of output elements of zero. Vimta Labs Limited 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.

Vimta Labs Projected Return Density Against Market

Assuming 30 trading days horizon, Vimta Labs has beta of 0.0 . This entails unless we do not have required data, the returns on DOW and Vimta Labs are completely uncorrelated. Furthermore, Vimta Labs LimitedIt does not look like Vimta Labs alpha can have any bearing on the equity current valuation.
Assuming 30 trading days horizon, the coefficient of variation of Vimta Labs is 303.42. The daily returns are destributed with a variance of 15.98 and standard deviation of 4.0. The mean deviation of Vimta Labs Limited is currently at 2.83. For similar time horizon, the selected benchmark (DOW) has volatility of 0.0
α
Alpha over DOW
=0.00
β
Beta against DOW=0.00
σ
Overall volatility
=4.00
Ir
Information ratio =0.00

Vimta Labs Return Volatility

Vimta Labs Limited accepts 3.997% volatility on return distribution over the 30 days horizon. DOW inherits 0.0% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Vimta Labs Volatility Factors

30 Days Market Risk

Not too risky

Chance of Distress in 24 months

Very low

30 Days Economic Sensitivity

Market Insensitive

Investment Outlook

Vimta Labs Investment Opportunity

Vimta Labs Limited has a volatility of 4.0 and is 10.53 times more volatile than DOW. 36% 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 36 (%) of all global equities and portfolios over the last 30 days.

Vimta Labs Volatility Indicators

Vimta Labs Limited Current Risk Indicators

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