VLS Finance (India) Risk Analysis And Volatility

VLSFINANCE -- India Stock  

INR 56.25  1.45  2.51%

Macroaxis considers VLS Finance to be unknown risk. VLS Finance Limited owns Efficiency Ratio (i.e. Sharpe Ratio) of -0.0105 which indicates VLS Finance Limited had -0.0105% 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 Risk Adjusted Performance of (0.13) and Coefficient Of Variation of (1,426) to confirm risk estimate we provide.
Horizon     30 Days    Login   to change

VLS Finance Market Sensitivity

As returns on market increase, VLS Finance returns are expected to increase less than the market. However during bear market, the loss on holding VLS Finance will be expected to be smaller as well.
2 Months Beta |Analyze VLS Finance Limited Demand Trend
Check current 30 days VLS Finance correlation with market (DOW)
β = 0.3743

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 has beta of 0.3743 . This entails as returns on market go up, VLS Finance average returns are expected to increase less than the benchmark. However during bear market, the loss on holding VLS Finance Limited will be expected to be much smaller as well. Additionally, VLS Finance 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 VLS Finance is -9539.06. The daily returns are destributed with a variance of 3.44 and standard deviation of 1.86. The mean deviation of VLS Finance Limited is currently at 1.27. For similar time horizon, the selected benchmark (DOW) has volatility of 1.97
α
Alpha over DOW
=0.19
β
Beta against DOW=0.37
σ
Overall volatility
=1.86
Ir
Information ratio =0.02

VLS Finance Return Volatility

VLS Finance Limited accepts 1.8557% volatility on return distribution over the 30 days horizon. DOW inherits 2.026% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

VLS Finance Volatility Factors

60 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

60 Days Economic Sensitivity

Insignificant

Investment Outlook

VLS Finance Investment Opportunity

DOW has a standard deviation of returns of 2.03 and is 1.09 times more volatile than VLS Finance Limited. 16% 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 16 (%) of all global equities and portfolios over the last 30 days. Use VLS Finance Limited to protect your portfolios against small markets fluctuations. The stock experiences unexpected downward movement. The market is reacting to new fundamentals. Check odds of VLS Finance to be traded at 54.0 in 30 days. . As returns on market increase, VLS Finance returns are expected to increase less than the market. However during bear market, the loss on holding VLS Finance will be expected to be smaller as well.

VLS Finance correlation with market

correlation synergy
Modest 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 Volatility Indicators

VLS Finance Limited Current Risk Indicators

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