VLS Finance (India) Risk Analysis And Volatility

VLSFINANCE -- India Stock  

INR 58.30  0.60  1.04%

Macroaxis considers VLS Finance to be unknown risk. VLS Finance Limited owns Efficiency Ratio (i.e. Sharpe Ratio) of -0.3608 which indicates the firm had -0.3608% of return per unit of standard deviation 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. VLS Finance Limited exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to validate VLS Finance Coefficient Of Variation of 839.85 and Risk Adjusted Performance of 0.1015 to confirm risk estimate we provide.

60 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Odds

60 Days Economic Sensitivity

Insignificant
Horizon     30 Days    Login   to change

VLS Finance Market Sensitivity

As returns on market increase, returns on owning VLS Finance are expected to decrease at a much smaller rate. During bear market, VLS Finance is likely to outperform the market.
2 Months Beta |Analyze VLS Finance Limited Demand Trend
Check current 30 days VLS Finance correlation with market (DOW)
β = -0.133

VLS Finance Central Daily Price Deviation

VLS Finance Limited Technical Analysis

Transformation
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VLS Finance Projected Return Density Against Market

Assuming 30 trading days horizon, VLS Finance Limited has beta of -0.133 . This entails as returns on benchmark increase, returns on holding VLS Finance are expected to decrease at a much smaller rate. During bear market, however, VLS Finance Limited is likely to outperform the market. Moreover, The company has an alpha of 0.3615 implying that it can potentially generate 0.3615% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
Assuming 30 trading days horizon, the coefficient of variation of VLS Finance is -277.19. The daily returns are destributed with a variance of 0.42 and standard deviation of 0.65. The mean deviation of VLS Finance Limited is currently at 0.49. For similar time horizon, the selected benchmark (DOW) has volatility of 0.79
α
Alpha over DOW
=0.36
β
Beta against DOW=0.13
σ
Overall volatility
=0.65
Ir
Information ratio =0.12

VLS Finance Return Volatility

the company accepts 0.6517% volatility on return distribution over the 30 days horizon. the entity inherits 0.8035% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

VLS Finance Investment Opportunity

DOW has a standard deviation of returns of 0.8 and is 1.23 times more volatile than VLS Finance Limited. 5% of all equities and portfolios are less risky than VLS Finance. Compared to the overall equity markets, volatility of historical daily returns of VLS Finance Limited is lower than 5 (%) of all global equities and portfolios over the last 30 days. Use VLS Finance Limited to enhance returns of your portfolios. The stock experiences large bullish trend. Check odds of VLS Finance to be traded at 64.13 in 30 days. . As returns on market increase, returns on owning VLS Finance are expected to decrease at a much smaller rate. During bear market, VLS Finance is likely to outperform the market.

VLS Finance correlation with market

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

VLS Finance Current Risk Indicators

VLS Finance Suggested Diversification Pairs

Also please take a look at World Market Map. Please also try Risk-Return Analysis module to view associations between returns expected from investment and the risk you assume.
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