WEIZMANN FINCORP (India) Risk Analysis And Volatility

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 0.1449 and Mean Deviation of 0.1769 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, WEIZMANN FINCORP returns are expected to increase less than the market. However during bear market, the loss on holding WEIZMANN FINCORP will be expected to be smaller as well.
2 Months Beta |Analyze WEIZMANN FINCORP LTD Demand Trend
Check current 30 days WEIZMANN FINCORP correlation with market (DOW)
β = 0.0043

WEIZMANN FINCORP Central Daily Price Deviation

WEIZMANN FINCORP LTD Technical Analysis

Transformation
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WEIZMANN FINCORP Projected Return Density Against Market

Assuming 30 trading days horizon, WEIZMANN FINCORP has beta of 0.0043 . This means as returns on market go up, WEIZMANN FINCORP average returns are expected to increase less than the benchmark. However during bear market, the loss on holding WEIZMANN FINCORP LTD will be expected to be much smaller as well. Moreover, The company has an alpha of 0.0364 implying that it can potentially generate 0.0364% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.0364
β
Beta against DOW=0.0043
σ
Overall volatility
=0.00
Ir
Information ratio =0.18

WEIZMANN FINCORP Return Volatility

the corporation accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 1.9958% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

WEIZMANN FINCORP Volatility Factors

60 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

60 Days Economic Sensitivity

Insignificant

Investment Outlook

WEIZMANN FINCORP Investment Opportunity

DOW has a standard deviation of returns of 2.0 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 your portfolios 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, WEIZMANN FINCORP returns are expected to increase less than the market. However during bear market, the loss on holding WEIZMANN FINCORP will be expected to be smaller as well.

WEIZMANN FINCORP correlation with market

correlation synergy
Significant 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 Correlation Analysis module to reduce portfolio risk simply by holding instruments which are not perfectly correlated.
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