Vedanta Resources (Germany) Risk Analysis And Volatility Evaluation

VR9 -- Germany Stock  

EUR 9.34  0.002  0.0214%

We consider Vedanta Resources unknown risk. Vedanta Resources plc owns Efficiency Ratio (i.e. Sharpe Ratio) of 0.0677 which indicates Vedanta Resources plc had 0.0677% of return per unit of risk over the last 1 month. 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 Vedanta Resources plc which you can use to evaluate future volatility of the company. Please validate Vedanta Resources Coefficient Of Variation of 3,929 and Risk Adjusted Performance of 0.01 to confirm if risk estimate we provide are consistent with the epected return of 0.0518%.
Horizon     30 Days    Login   to change

Vedanta Resources plc Technical Analysis

Transformation
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Vedanta Resources Projected Return Density Against Market

Assuming 30 trading days horizon, Vedanta Resources has beta of 0.0 . This entails unless we do not have required data, the returns on DOW and Vedanta Resources are completely uncorrelated. Furthermore, Vedanta Resources plcIt does not look like Vedanta Resources alpha can have any bearing on the equity current valuation.
Assuming 30 trading days horizon, the coefficient of variation of Vedanta Resources is 1476.78. The daily returns are destributed with a variance of 0.59 and standard deviation of 0.77. The mean deviation of Vedanta Resources plc is currently at 0.54. 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
=0.77
Ir
Information ratio =0.00

Vedanta Resources Return Volatility

Vedanta Resources plc shows 0.7655% volatility of returns over 30 trading days. DOW inherits 0.0% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Vedanta Resources Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity

Insignificant

Investment Outlook

Vedanta Resources Investment Opportunity

DOW has a standard deviation of returns of 1.05 and is 1.36 times more volatile than Vedanta Resources plc. 6% of all equities and portfolios are less risky than Vedanta Resources. Compared to the overall equity markets, volatility of historical daily returns of Vedanta Resources plc is lower than 6 (%) of all global equities and portfolios over the last 30 days.

Vedanta Resources Volatility Indicators

Vedanta Resources plc Current Risk Indicators

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