Welspun Investments (India) Risk Analysis And Volatility Evaluation

WELINV -- India Stock  

INR 167.00  6.95  4.34%

Macroaxis considers Welspun Investments unknown risk given 1 month investment horizon. Welspun Investments and shows Sharpe Ratio of 0.1114 which attests that Welspun Investments and had 0.1114% of return per unit of risk over the last 1 month. Our philosophy towards 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 Welspun Investments and which you can use to evaluate future volatility of the organization. Please utilize Welspun Investments and Market Risk Adjusted Performance of 0.61 and Mean Deviation of 1.62 to validate if our risk estimates are consistent with your expectations.
Horizon     30 Days    Login   to change

Welspun Investments Market Sensitivity

One Month Beta |Analyze Welspun Investments and Demand Trend
Check current 30 days Welspun Investments correlation with market (DOW)
β = -0.9938
Welspun Investments llmost one BetaWelspun Investments and Beta Legend

Welspun Investments and Technical Analysis

Transformation
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Welspun Investments Projected Return Density Against Market

Assuming 30 trading days horizon, Welspun Investments and Commercials Limited has beta of -0.9938 . This means Moreover, Welspun Investments and Commercials Limited has an alpha of 0.7768 implying that it can potentially generate 0.7768% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
Assuming 30 trading days horizon, the coefficient of variation of Welspun Investments is 897.28. The daily returns are destributed with a variance of 4.43 and standard deviation of 2.11. The mean deviation of Welspun Investments and Commercials Limited is currently at 1.44. For similar time horizon, the selected benchmark (DOW) has volatility of 0.45
α
Alpha over DOW
=0.78
β
Beta against DOW=0.99
σ
Overall volatility
=2.11
Ir
Information ratio =0.20

Welspun Investments Return Volatility

Welspun Investments and Commercials Limited accepts 2.1055% volatility on return distribution over the 30 days horizon. DOW inherits 0.444% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Welspun Investments Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity

Unaffected

Investment Outlook

Welspun Investments Investment Opportunity

Welspun Investments and Commercials Limited has a volatility of 2.11 and is 4.8 times more volatile than DOW. 19% of all equities and portfolios are less risky than Welspun Investments. Compared to the overall equity markets, volatility of historical daily returns of Welspun Investments and Commercials Limited is lower than 19 (%) of all global equities and portfolios over the last 30 days. Use Welspun Investments and Commercials Limited to enhance returns of your portfolios. The stock experiences very speculative upward sentiment.. Check odds of Welspun Investments to be traded at 208.75 in 30 days.

Welspun Investments correlation with market

Very good diversification
Overlapping area represents the amount of risk that can be diversified away by holding Welspun Investments and Commer and equity matching DJI index in the same portfolio.

Welspun Investments Volatility Indicators

Welspun Investments and Commercials Limited Current Risk Indicators

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