WORTH PERIPHERALS (India) Risk Analysis And Volatility Evaluation

WORTH-SM -- India Stock  

INR 77.40  1.40  1.84%

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 WORTH PERIPHERALS which you can use to evaluate future volatility of the organization. Please check out WORTH PERIPHERALS Risk Adjusted Performance of 0.22 and Mean Deviation of 4.18 to validate if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

WORTH PERIPHERALS Market Sensitivity

As returns on market increase, WORTH PERIPHERALS returns are expected to increase less than the market. However during bear market, the loss on holding WORTH PERIPHERALS will be expected to be smaller as well.
One Month Beta |Analyze WORTH PERIPHERALS Demand Trend
Check current 30 days WORTH PERIPHERALS correlation with market (DOW)
β = 0.621
WORTH PERIPHERALS Small BetaWORTH PERIPHERALS Beta Legend

WORTH PERIPHERALS Technical Analysis

Transformation
We are not able to run technical analysis function on this symbol. We either do not have that equity or its historical data is not available at this time. Please try again later.

WORTH PERIPHERALS Projected Return Density Against Market

Assuming 30 trading days horizon, WORTH PERIPHERALS has beta of 0.621 . This means as returns on market go up, WORTH PERIPHERALS average returns are expected to increase less than the benchmark. However during bear market, the loss on holding WORTH PERIPHERALS will be expected to be much smaller as well. Additionally, WORTH PERIPHERALS has a negative alpha implying that the risk taken by holding this equity is not justified. The company is significantly underperforming DOW
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=3.2
β
Beta against DOW=0.62
σ
Overall volatility
=0.00
Ir
Information ratio =0.59

WORTH PERIPHERALS Return Volatility

WORTH PERIPHERALS accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 0.3947% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Did you try this?

Run Price Transformation Now

   

Price Transformation

Use Price Transformation models to analyze depth of different equity instruments across global markets
All  Next Launch Price Transformation

Investment Outlook

WORTH PERIPHERALS Investment Opportunity

DOW has a standard deviation of returns of 0.39 and is 9.223372036854776E16 times more volatile than WORTH PERIPHERALS. 0% of all equities and portfolios are less risky than WORTH PERIPHERALS. Compared to the overall equity markets, volatility of historical daily returns of WORTH PERIPHERALS is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use WORTH PERIPHERALS to enhance returns of your portfolios. The stock experiences large bullish trend. Check odds of WORTH PERIPHERALS to be traded at 85.14 in 30 days. As returns on market increase, WORTH PERIPHERALS returns are expected to increase less than the market. However during bear market, the loss on holding WORTH PERIPHERALS will be expected to be smaller as well.

WORTH PERIPHERALS correlation with market

Significant diversification
Overlapping area represents the amount of risk that can be diversified away by holding WORTH PERIPHERALS and equity matching DJI index in the same portfolio.

WORTH PERIPHERALS Volatility Indicators

WORTH PERIPHERALS Current Risk Indicators

See also Your Current Watchlist. Please also try Global Markets Map module to get a quick overview of global market snapshot using zoomable world map. drill down to check world indexes.
Search macroaxis.com