Williamson Magor (India) Risk Analysis And Volatility Evaluation

WILLAMAGOR -- India Stock  

INR 64.45  5.25  7.53%

Macroaxis considers Williamson Magor not very volatile given 1 month investment horizon. Williamson Magor shows Sharpe Ratio of 0.0472 which attests that Williamson Magor had 0.0472% 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 Williamson Magor which you can use to evaluate future volatility of the organization. Please utilize Williamson Magor Market Risk Adjusted Performance of 0.22, Mean Deviation of 3.87 and Downside Deviation of 5.31 to validate if our risk estimates are consistent with your expectations.
Horizon     30 Days    Login   to change

Williamson Magor Market Sensitivity

As returns on market increase, returns on owning Williamson Magor are expected to decrease by larger amounts. On the other hand, during market turmoil, Williamson Magor is expected to significantly outperform it.
One Month Beta |Analyze Williamson Magor Demand Trend
Check current 30 days Williamson Magor correlation with market (DOW)
β = -1.9156
Williamson Magor Large Negative BetaWilliamson Magor Beta Legend

Williamson Magor Technical Analysis

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

Williamson Magor Projected Return Density Against Market

Assuming 30 trading days horizon, Williamson Magor Co Limited has beta of -1.9156 . This means as returns on its benchmark rise, returns on holding Williamson Magor Co Limited are expected to decrease by similarly larger amounts. On the other hand, during market turmoils, Williamson Magor is expected to outperform its benchmark. Moreover, Williamson Magor Co Limited has an alpha of 0.7654 implying that it can potentially generate 0.7654% 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 Williamson Magor is 2119.45. The daily returns are destributed with a variance of 87.69 and standard deviation of 9.36. The mean deviation of Williamson Magor Co Limited is currently at 4.55. For similar time horizon, the selected benchmark (DOW) has volatility of 0.45
α
Alpha over DOW
=0.77
β
Beta against DOW=1.92
σ
Overall volatility
=9.36
Ir
Information ratio =0.0342

Williamson Magor Return Volatility

Williamson Magor Co Limited accepts 9.3644% volatility on return distribution over the 30 days horizon. DOW inherits 0.4168% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Williamson Magor Volatility Factors

30 Days Market Risk

Not very volatile

Chance of Distress in 24 months

Below average

30 Days Economic Sensitivity

Very regressive towards market

Investment Outlook

Williamson Magor Investment Opportunity

Williamson Magor Co Limited has a volatility of 9.36 and is 22.29 times more volatile than DOW. 85% of all equities and portfolios are less risky than Williamson Magor. Compared to the overall equity markets, volatility of historical daily returns of Williamson Magor Co Limited is higher than 85 (%) of all global equities and portfolios over the last 30 days. Use Williamson Magor Co Limited to protect against small markets fluctuations. The stock experiences very speculative upward sentiment.. Check odds of Williamson Magor to be traded at 61.23 in 30 days. As returns on market increase, returns on owning Williamson Magor are expected to decrease by larger amounts. On the other hand, during market turmoil, Williamson Magor is expected to significantly outperform it.

Williamson Magor correlation with market

Good diversification
Overlapping area represents the amount of risk that can be diversified away by holding Williamson Magor Co Limited and equity matching DJI index in the same portfolio.

Williamson Magor Volatility Indicators

Williamson Magor Co Limited Current Risk Indicators

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