MAXIMAA Volatility

MS
526538 -- India Stock  

INR 2.75  0.00  0.00%

MAXIMAA SYSTEMS is dangerous given 3 months investment horizon. MAXIMAA SYSTEMS LTD has Sharpe Ratio of 0.4, which conveys that the company had 0.4% of return per unit of standard deviation over the last 3 months. Our approach into estimating the volatility of a stock is to use MAXIMAA SYSTEMS LTD market data together with company specific technical indicators. We have collected data for twenty-one different technical indicators, which can help you to evaluate if expected returns of 3.68% are justified by taking the suggested risk. Use MAXIMAA SYSTEMS LTD downside deviation of 12.78, and mean deviation of 16.67 to evaluate company specific risk that cannot be diversified away.

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MAXIMAA SYSTEMS Stock volatility depicts how high the prices fluctuate around the mean (or its average) price. In other words, it is a statistical measure of the distribution of MAXIMAA daily returns, and it is calculated using variance and standard deviation. We also use MAXIMAA's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of MAXIMAA SYSTEMS volatility.

MAXIMAA SYSTEMS Market Sensitivity And Downside Risk

MAXIMAA SYSTEMS LTD beta coefficient measures the volatility of MAXIMAA stock compared to the systematic risk of the entire stock market represented by your selected benchmark. In mathematical terms, beta represents the slope of the line through a regression of data points where each of these points represents MAXIMAA stock's returns against your selected market. In other words, MAXIMAA SYSTEMS's beta of 0.36 provides an investor with an approximation of how much risk MAXIMAA SYSTEMS stock can potentially add to one of your existing portfolios. Let's try to break down what MAXIMAA's beta means in this case. As returns on the market increase, MAXIMAA SYSTEMS returns are expected to increase less than the market. However, during the bear market, the loss on holding MAXIMAA SYSTEMS will be expected to be smaller as well.
3 Months Beta |Analyze MAXIMAA SYSTEMS LTD Demand Trend
Check current 30 days MAXIMAA SYSTEMS correlation with market (DOW)
β

Current MAXIMAA SYSTEMS Beta Coefficient

 = 

MAXIMAA SYSTEMS Central Daily Price Deviations

It is essential to understand the difference between upside risk (as represented by MAXIMAA SYSTEMS's standard deviation) and the downside risk, which can be measured by semi-deviation or downside deviation of MAXIMAA SYSTEMS stock's daily returns or price. Since the actual investment returns on holding a position in MAXIMAA SYSTEMS stock tend to have a non-normal distribution, there will be different probabilities for losses than for gains. The likelihood of losses is reflected in the downside risk of an investment in MAXIMAA SYSTEMS.

MAXIMAA SYSTEMS LTD Volatility Analysis

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MAXIMAA SYSTEMS Projected Return Density Against Market

Assuming the 30 trading days horizon, MAXIMAA SYSTEMS has a beta of 0.3634 . This suggests as returns on the market go up, MAXIMAA SYSTEMS average returns are expected to increase less than the benchmark. However, during the bear market, the loss on holding MAXIMAA SYSTEMS LTD will be expected to be much smaller as well. In addition to that, Most traded equities are subject to two types of risk - systematic (i.e., market) and unsystematic (i.e., nonmarket or company-specific) risk. Unsystematic risk is the risk that events specific to MAXIMAA SYSTEMS or MAXIMAA SYSTEMS LTD sector will adversely affect the stock's price. This type of risk can be diversified away by owning several different stocks in different industries whose stock prices have shown a small correlation to each other. On the other hand, systematic risk is the risk that MAXIMAA SYSTEMS stock's price will be affected by overall stock market movements and cannot be diversified away. So, no matter how many positions you have, you cannot eliminate market risk. However, you can measure a MAXIMAA stock's historical response to market movements and buy it if you are comfortable with its volatility direction. Beta and standard deviation are two commonly used measures to help you make the right decision. The company has an alpha of 5.0735, implying that it can generate a 5.07 percent excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 

MAXIMAA SYSTEMS Risk Measures

Most traded equities are subject to two types of risk - systematic (i.e., market) and unsystematic (i.e., nonmarket or company-specific) risk. Unsystematic risk is the risk that events specific to MAXIMAA SYSTEMS or MAXIMAA SYSTEMS LTD sector will adversely affect the stock's price. This type of risk can be diversified away by owning several different stocks in different industries whose stock prices have shown a small correlation to each other. On the other hand, systematic risk is the risk that MAXIMAA SYSTEMS stock's price will be affected by overall stock market movements and cannot be diversified away. So, no matter how many positions you have, you cannot eliminate market risk. However, you can measure a MAXIMAA stock's historical response to market movements and buy it if you are comfortable with its volatility direction. Beta and standard deviation are two commonly used measures to help you make the right decision. Assuming the 30 trading days horizon, the coefficient of variation of MAXIMAA SYSTEMS is 249.6. The daily returns are destributed with a variance of 84.44 and standard deviation of 9.19. The mean deviation of MAXIMAA SYSTEMS LTD is currently at 6.85. For similar time horizon, the selected benchmark (DOW) has volatility of 2.14
α
Alpha over DOW
=5.07
β
Beta against DOW=0.36
σ
Overall volatility
=9.19
Ir
Information ratio =0.16

MAXIMAA SYSTEMS Return Volatility

MAXIMAA SYSTEMS historical daily return volatility represents how much MAXIMAA SYSTEMS stock's price daily returns swing around its mean daily price change - it is a statistical measure of its dispersion of returns. The company accepts 9.189% volatility on return distribution over the 30 days horizon. By contrast, DOW inherits 1.8252% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

About MAXIMAA SYSTEMS Volatility

Volatility is a rate at which the price of MAXIMAA SYSTEMS or any other equity instrument increases or decreases for a given set of returns. It is measured by calculating the standard deviation of the annualized returns over a given period of time and shows the range to which the price of MAXIMAA SYSTEMS may increase or decrease. In other words, similar to MAXIMAA's beta indicator, it measures the risk of MAXIMAA SYSTEMS and helps estimate the fluctuations that may happen in a short period of time. So if prices of MAXIMAA SYSTEMS fluctuate rapidly in a short time span, it is termed to have high volatility, and if it swings slowly in a more extended period, it is understood to have low volatility. Please read more on our technical analysis page.

MAXIMAA SYSTEMS Investment Opportunity

MAXIMAA SYSTEMS LTD has a volatility of 9.19 and is 5.02 times more volatile than DOW. 80  of all equities and portfolios are less risky than MAXIMAA SYSTEMS. Compared to the overall equity markets, volatility of historical daily returns of MAXIMAA SYSTEMS LTD is higher than 80 () of all global equities and portfolios over the last 30 days. Use MAXIMAA SYSTEMS LTD to protect your portfolios against small markets fluctuations. The stock experiences a normal downward trend, but the immediate impact on correlations cannot be determined at the moment . Check odds of MAXIMAA SYSTEMS to be traded at 2.72 in 30 days. . Let's try to break down what MAXIMAA's beta means in this case. As returns on the market increase, MAXIMAA SYSTEMS returns are expected to increase less than the market. However, during the bear market, the loss on holding MAXIMAA SYSTEMS will be expected to be smaller as well.

MAXIMAA SYSTEMS correlation with market

correlation synergy
Significant diversification
Overlapping area represents the amount of risk that can be diversified away by holding MAXIMAA SYSTEMS LTD and equity matching DJI index in the same portfolio.

MAXIMAA SYSTEMS Additional Risk Indicators

The analysis of various secondary risk indicators of MAXIMAA SYSTEMS is one of the essential steps in making a buy or sell decision. The process involves identifying the amount of risk involved in MAXIMAA SYSTEMS investment, and either accepting that risk or mitigating it. Along with some common measures of MAXIMAA SYSTEMS stock risk such as standard deviation, beta, or value at risk, we also provide a set of secondary indicators that can assist in the individual investment decision or help in hedging your existing portfolio. Please note, the risk measures we provide can be used independently or collectively to perform a risk assessment. When comparing two potential stock investments, we recommend comparing the like to determine which investment holds the most risk.
Risk Adjusted Performance0.3758
Market Risk Adjusted Performance14.23
Mean Deviation16.67
Semi Deviation10.38
Downside Deviation12.78
Coefficient Of Variation583.13
Standard Deviation30.2

MAXIMAA SYSTEMS Suggested Diversification Pairs

Pair trading is one of the very effective strategies used by professional day traders and hedge funds capitalizing on short-time and mid-term market inefficiencies. The approach is based on the fact that the ratio of prices of two correlating shares is long-term stable and oscillates around the average value. If the correlation ratio comes outside the common area, you can speculate with a high success rate that the ratio will return to the mean value and collect a profit.
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Macroaxis is not a registered investment advisor or broker/dealer. All investments, including stocks, funds, ETFs, or cryptocurrencies, are speculative and involve substantial risk of loss. We encourage our investors to invest carefully. Much of our information is derived directly from data published by companies or submitted to governmental agencies which we believe are reliable, but are without our independent verification. Therefore, we cannot assure you that the information is accurate or complete. We do not in any way warrant or guarantee the success of any action you take in reliance on our statements or recommendations. Also, note that past performance is not necessarily indicative of future results. All investments carry risk, and all investment decisions of an individual remain the responsibility of that individual. There is no guarantee that systems, indicators, or signals will result in profits or that they will not result in losses. All investors are advised to fully understand all risks associated with any investing they choose to do. Hypothetical or simulated performance is not indicative of future results. We make no representations or warranties that any investor will, or is likely to, achieve profits similar to those shown because hypothetical or simulated performance is not necessarily indicative of future results. For more information please visit our terms and condition page