Vimta Labs (India) Risk Analysis And Volatility Evaluation

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 440.96 and Risk Adjusted Performance of 0.27 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, Vimta Labs returns are expected to increase less than the market. However during bear market, the loss on holding Vimta Labs will be expected to be smaller as well.
One Month Beta |Analyze Vimta Labs Limited Demand Trend
Check current 30 days Vimta Labs correlation with market (DOW)
β = 0.6344

Vimta Labs Central Daily Price Deviation

Vimta Labs Limited Technical Analysis

Transformation
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Vimta Labs Projected Return Density Against Market

Assuming 30 trading days horizon, Vimta Labs has beta of 0.6344 . This entails as returns on market go up, Vimta Labs average returns are expected to increase less than the benchmark. However during bear market, the loss on holding Vimta Labs Limited will be expected to be much smaller as well. Additionally, Vimta Labs 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 
α
Alpha over DOW
=0.81
β
Beta against DOW=0.63
σ
Overall volatility
=0.00
Ir
Information ratio =0.21

Vimta Labs Return Volatility

Vimta Labs Limited accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.1955% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Vimta Labs Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity

Insignificant

Investment Outlook

Vimta Labs Investment Opportunity

DOW has a standard deviation of returns of 1.2 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, Vimta Labs returns are expected to increase less than the market. However during bear market, the loss on holding Vimta Labs will be expected to be smaller as well.

Vimta Labs correlation with market

correlation synergy
Modest 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

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