Williamson Magor (India) Risk Analysis And Volatility Evaluation

WILLAMAGOR -- India Stock  

INR 59.20  1.70  2.96%

Macroaxis considers Williamson Magor to be not too volatile. Williamson Magor shows Sharpe Ratio of -0.0201 which attests that Williamson Magor had -0.0201% of return per unit of risk over the last 1 month. Macroaxis philosophy towards determining risk of any stock is to look at both systematic and un-systematic factors of the business, including all available market data and technical indicators. Williamson Magor exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to check out Williamson Magor Market Risk Adjusted Performance of 6.03, Mean Deviation of 3.12 and Downside Deviation of 4.45 to validate risk estimate we provide.
Horizon     30 Days    Login   to change

Williamson Magor Market Sensitivity

As returns on market increase, Williamson Magor returns are expected to increase less than the market. However during bear market, the loss on holding Williamson Magor will be expected to be smaller as well.
One Month Beta |Analyze Williamson Magor Demand Trend
Check current 30 days Williamson Magor correlation with market (DOW)
β = 0.0925

Williamson Magor Central Daily Price Deviation

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 avgprice price transform indicator.

Williamson Magor Projected Return Density Against Market

Assuming 30 trading days horizon, Williamson Magor has beta of 0.0925 . This means as returns on market go up, Williamson Magor average returns are expected to increase less than the benchmark. However during bear market, the loss on holding Williamson Magor Co Limited will be expected to be much smaller as well. Moreover, Williamson Magor Co Limited has an alpha of 0.5674 implying that it can potentially generate 0.5674% 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 -4969.22. The daily returns are destributed with a variance of 15.48 and standard deviation of 3.94. The mean deviation of Williamson Magor Co Limited is currently at 3.1. For similar time horizon, the selected benchmark (DOW) has volatility of 1.21
α
Alpha over DOW
=0.57
β
Beta against DOW=0.09
σ
Overall volatility
=3.94
Ir
Information ratio =0.16

Williamson Magor Return Volatility

Williamson Magor Co Limited accepts 3.9351% volatility on return distribution over the 30 days horizon. DOW inherits 1.1779% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Williamson Magor Volatility Factors

30 Days Market Risk

Not too volatile

Chance of Distress in 24 months

Below average

30 Days Economic Sensitivity

Barely shadows market

Investment Outlook

Williamson Magor Investment Opportunity

Williamson Magor Co Limited has a volatility of 3.94 and is 3.34 times more volatile than DOW. 35% 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 lower than 35 (%) of all global equities and portfolios over the last 30 days. Use Williamson Magor Co Limited to enhance returns of your portfolios. The stock experiences unexpected upward trend. Watch out for market signals. Check odds of Williamson Magor to be traded at 71.04 in 30 days. As returns on market increase, Williamson Magor returns are expected to increase less than the market. However during bear market, the loss on holding Williamson Magor will be expected to be smaller as well.

Williamson Magor correlation with market

correlation synergy
Significant 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

See also Your Current Watchlist. Please also try Risk-Return Analysis module to view associations between returns expected from investment and the risk you assume.
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