Williamson Magor (India) Risk Analysis And Volatility

WILLAMAGOR -- India Stock  

INR 53.65  1.10  0.02%

Macroaxis considers Williamson Magor to be unknown risk. Williamson Magor shows Sharpe Ratio of -0.1094 which attests that the company had -0.1094% of return per unit of risk over the last 2 months. 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 Downside Deviation of 2.46, Market Risk Adjusted Performance of 0.4647 and Mean Deviation of 1.69 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.
2 Months Beta |Analyze Williamson Magor Demand Trend
Check current 30 days Williamson Magor correlation with market (DOW)
β = 0.1102

Williamson Magor Central Daily Price Deviation

Williamson Magor Technical Analysis

Transformation
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Williamson Magor Projected Return Density Against Market

Assuming 30 trading days horizon, Williamson Magor has beta of 0.1102 . 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, The company has an alpha of 0.0564 implying that it can potentially generate 0.0564% 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 -914.01. The daily returns are destributed with a variance of 3.25 and standard deviation of 1.8. The mean deviation of Williamson Magor Co Limited is currently at 1.35. For similar time horizon, the selected benchmark (DOW) has volatility of 1.94
α
Alpha over DOW
=0.06
β
Beta against DOW=0.11
σ
Overall volatility
=1.80
Ir
Information ratio =0.0448

Williamson Magor Return Volatility

the company accepts 1.8035% 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

Williamson Magor Volatility Factors

60 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

60 Days Economic Sensitivity

Insignificant

Investment Outlook

Williamson Magor Investment Opportunity

DOW has a standard deviation of returns of 2.0 and is 1.11 times more volatile than Williamson Magor Co Limited. 16% 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 16 (%) of all global equities and portfolios over the last 30 days. Use Williamson Magor Co Limited to protect your portfolios against small markets fluctuations. The stock experiences normal downward trend and little activity. Check odds of Williamson Magor to be traded at 53.11 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

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