VLS Finance (India) Risk Analysis And Volatility Evaluation

VLSFINANCE -- India Stock  

INR 68.45  6.90  9.16%

Macroaxis considers VLS Finance to be not too volatile. VLS Finance Limited owns Efficiency Ratio (i.e. Sharpe Ratio) of -0.3593 which indicates VLS Finance Limited had -0.3593% of return per unit of standard deviation over the last 1 month. 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 0.07 and Coefficient Of Variation of 572.51 to confirm risk estimate we provide.
Horizon     30 Days    Login   to change

VLS Finance Market Sensitivity

As market goes up, the company is expected to significantly outperform it. However, if the market returns are negative, VLS Finance will likely underperform.
One Month Beta |Analyze VLS Finance Limited Demand Trend
Check current 30 days VLS Finance correlation with market (DOW)
β = 3.1073
VLS Finance Large BetaVLS Finance Limited Beta Legend

VLS Finance Limited Technical Analysis

Transformation
The output start index for this execution was zero with a total number of output elements of seventeen. VLS Finance 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.

VLS Finance Projected Return Density Against Market

Assuming 30 trading days horizon, the stock has beta coefficient of 3.1073 . This entails as the benchmark fluctuates upward, the company is expected to outperform it on average. However, if the benchmark returns are expected to be negative, VLS Finance will likely underperform. 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 -278.34. The daily returns are destributed with a variance of 8.05 and standard deviation of 2.84. The mean deviation of VLS Finance Limited is currently at 2.14. For similar time horizon, the selected benchmark (DOW) has volatility of 0.45
α
Alpha over DOW
=1.04
β
Beta against DOW=3.11
σ
Overall volatility
=2.84
Ir
Information ratio =0.23

VLS Finance Return Volatility

VLS Finance Limited accepts 2.8365% volatility on return distribution over the 30 days horizon. DOW inherits 0.4487% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

VLS Finance Volatility Factors

30 Days Market Risk

Not too volatile

Chance of Distress in 24 months

Below average

30 Days Economic Sensitivity

Hypersensitive to market

Investment Outlook

VLS Finance Investment Opportunity

VLS Finance Limited has a volatility of 2.84 and is 6.31 times more volatile than DOW. 25% 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 25 (%) of all global equities and portfolios over the last 30 days. Use VLS Finance Limited to protect against small markets fluctuations. The stock experiences very speculative upward sentiment.. Check odds of VLS Finance to be traded at 65.03 in 30 days. As market goes up, the company is expected to significantly outperform it. However, if the market returns are negative, VLS Finance will likely underperform.

VLS Finance correlation with market

Very weak 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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