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Xelpmoc Design (India) Risk Analysis And Volatility

XEL
XELPMOC -- India Stock  

INR 57.30  1.60  2.72%

Macroaxis considers Xelpmoc Design to be somewhat reliable. Xelpmoc Design And shows Sharpe Ratio of -0.0379 which attests that the company had -0.0379% of return per unit of risk over the last 3 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. Xelpmoc Design And exposes twenty-six different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to check out Xelpmoc Design And Mean Deviation of 4.9 and Market Risk Adjusted Performance of (0.44) to validate risk estimate we provide.
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Xelpmoc Design Market Sensitivity

As returns on market increase, Xelpmoc Design returns are expected to increase less than the market. However during bear market, the loss on holding Xelpmoc Design will be expected to be smaller as well.
3 Months Beta |Analyze Xelpmoc Design And Demand Trend
Check current 30 days Xelpmoc Design correlation with market (DOW)
β = 0.6485

Xelpmoc Design Central Daily Price Deviation

Xelpmoc Design And Technical Analysis

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Xelpmoc Design Projected Return Density Against Market

Assuming 30 trading days horizon, Xelpmoc Design has beta of 0.6485 . This means as returns on market go up, Xelpmoc Design average returns are expected to increase less than the benchmark. However during bear market, the loss on holding Xelpmoc Design And Tech Limite will be expected to be much smaller as well. Additionally, The company has a negative alpha implying that the risk taken by holding this equity is not justified. Xelpmoc Design And is significantly underperforming DOW.
 Predicted Return Density 
    
  Returns 
Assuming 30 trading days horizon, the coefficient of variation of Xelpmoc Design is -2639.13. The daily returns are destributed with a variance of 29.43 and standard deviation of 5.42. The mean deviation of Xelpmoc Design And Tech Limite is currently at 3.97. For similar time horizon, the selected benchmark (DOW) has volatility of 0.79
α
Alpha over DOW
=0.32
β
Beta against DOW=0.65
σ
Overall volatility
=5.42
Ir
Information ratio =0.05

Xelpmoc Design Return Volatility

the company accepts 5.4247% volatility on return distribution over the 30 days horizon. the entity inherits 0.9306% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
    
  Timeline 

Xelpmoc Design Investment Opportunity

Xelpmoc Design And Tech Limite has a volatility of 5.42 and is 5.83 times more volatile than DOW. 48  of all equities and portfolios are less risky than Xelpmoc Design. Compared to the overall equity markets, volatility of historical daily returns of Xelpmoc Design And Tech Limite is lower than 48 () of all global equities and portfolios over the last 30 days. Use Xelpmoc Design And Tech Limite to protect your portfolios against small markets fluctuations. The stock experiences unexpected downward movement. The market is reacting to new fundamentals. Check odds of Xelpmoc Design to be traded at 55.01 in 30 days. . As returns on market increase, Xelpmoc Design returns are expected to increase less than the market. However during bear market, the loss on holding Xelpmoc Design will be expected to be smaller as well.

Xelpmoc Design correlation with market

correlation synergy
Significant diversification
Overlapping area represents the amount of risk that can be diversified away by holding Xelpmoc Design And Tech Limite and equity matching DJI index in the same portfolio.

Xelpmoc Design Current Risk Indicators

Xelpmoc Design Suggested Diversification Pairs

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