WEIZMANN FINCORP (India) Risk Analysis And Volatility Evaluation

WEIZFIN -- India Stock  

INR 248.25  0.00  0.00%

Our approach into determining 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 WEIZMANN FINCORP LTD which you can use to evaluate future volatility of the organization. Please check out WEIZMANN FINCORP LTD Risk Adjusted Performance of 0.1 and Mean Deviation of 0.1695 to validate if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

WEIZMANN FINCORP Market Sensitivity

As returns on market increase, returns on owning WEIZMANN FINCORP are expected to decrease at a much smaller rate. During bear market, WEIZMANN FINCORP is likely to outperform the market.
One Month Beta |Analyze WEIZMANN FINCORP LTD Demand Trend
Check current 30 days WEIZMANN FINCORP correlation with market (DOW)
β = -0.5706
WEIZMANN FINCORP Almost negative betaWEIZMANN FINCORP LTD Beta Legend

WEIZMANN FINCORP LTD Technical Analysis

Transformation
We are not able to run technical analysis function on this symbol. We either do not have that equity or its historical data is not available at this time. Please try again later.

WEIZMANN FINCORP Projected Return Density Against Market

Assuming 30 trading days horizon, WEIZMANN FINCORP LTD has beta of -0.5706 . This means as returns on benchmark increase, returns on holding WEIZMANN FINCORP are expected to decrease at a much smaller rate. During bear market, however, WEIZMANN FINCORP LTD is likely to outperform the market. Additionally, WEIZMANN FINCORP LTD 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
=0.07
β
Beta against DOW=0.57
σ
Overall volatility
=0.00
Ir
Information ratio =0.37

WEIZMANN FINCORP Return Volatility

WEIZMANN FINCORP LTD accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 0.4448% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

WEIZMANN FINCORP Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity

Unaffected

Investment Outlook

WEIZMANN FINCORP Investment Opportunity

DOW has a standard deviation of returns of 0.44 and is 9.223372036854776E16 times more volatile than WEIZMANN FINCORP LTD. 0% of all equities and portfolios are less risky than WEIZMANN FINCORP. Compared to the overall equity markets, volatility of historical daily returns of WEIZMANN FINCORP LTD is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use WEIZMANN FINCORP LTD to protect against small markets fluctuations. The stock experiences normal downward trend, but the immediate impact on correlations cannot be determined at the moment . Check odds of WEIZMANN FINCORP to be traded at 245.77 in 30 days. As returns on market increase, returns on owning WEIZMANN FINCORP are expected to decrease at a much smaller rate. During bear market, WEIZMANN FINCORP is likely to outperform the market.

WEIZMANN FINCORP correlation with market

Excellent diversification
Overlapping area represents the amount of risk that can be diversified away by holding WEIZMANN FINCORP LTD and equity matching DJI index in the same portfolio.

WEIZMANN FINCORP Volatility Indicators

WEIZMANN FINCORP LTD Current Risk Indicators

See also Your Current Watchlist. Please also try Fundamentals Matrix module to view fundamentals matrix and analyze how accounts are interrelated and interconnected with each other.
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