ACIIN Volatility

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ACIIN -- India Stock  

INR 0.19  0.00  0.00%

Macroaxis considers ACI INFOCOM to be out of control. ACI INFOCOM LTD secures Sharpe Ratio (or Efficiency) of -0.2761, which signifies that the company had -0.2761% of return per unit of return volatility over the last 3 months. Macroaxis philosophy towards foreseeing 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. ACI INFOCOM LTD exposes twenty-one different technical indicators, which can help you to evaluate volatility that cannot be diversified away. Please be advised to confirm ACI INFOCOM LTD Coefficient Of Variation of (432.63) and Mean Deviation of 1.59 to double-check the risk estimate we provide.

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ACI INFOCOM 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 ACIIN daily returns, and it is calculated using variance and standard deviation. We also use ACIIN's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of ACI INFOCOM volatility.

90 Days Market Risk

Out of control

Chance of Distress

Close to Average

90 Days Economic Sensitivity

Barely shadows market

ACI INFOCOM Market Sensitivity

As returns on market increase, ACI INFOCOM returns are expected to increase less than the market. However, during bear market, the loss on holding ACI INFOCOM will be expected to be smaller as well.
3 Months Beta |Analyze ACI INFOCOM LTD Demand Trend
Check current 30 days ACI INFOCOM correlation with market (DOW)
β = 0.0462

ACI INFOCOM Central Daily Price Deviation

ACI INFOCOM LTD Technical Analysis

Transformation
The output start index for this execution was zero with a total number of output elements of sixty-one. The Median Price line plots median indexes of ACI INFOCOM LTD price series. View also all equity analysis or get more info about median price price transform indicator.

ACI INFOCOM Projected Return Density Against Market

Assuming 30 trading days horizon, ACI INFOCOM has beta of 0.0462 . This suggests as returns on market go up, ACI INFOCOM average returns are expected to increase less than the benchmark. However during bear market, the loss on holding ACI INFOCOM LTD 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. ACI INFOCOM LTD is significantly underperforming DOW.
 Predicted Return Density 
      Returns 
Assuming 30 trading days horizon, the coefficient of variation of ACI INFOCOM is -362.18. The daily returns are destributed with a variance of 10.93 and standard deviation of 3.31. The mean deviation of ACI INFOCOM LTD is currently at 2.12. For similar time horizon, the selected benchmark (DOW) has volatility of 4.15
α
Alpha over DOW
=-0.65
β
Beta against DOW=0.0462
σ
Overall volatility
=3.31
Ir
Information ratio =-0.19

ACI INFOCOM Return Volatility

the company accepts 3.3057% volatility on return distribution over the 30 days horizon. the entity inherits 4.0968% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

About ACI INFOCOM Volatility

Volatility is a rate at which the price of ACI INFOCOM 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 ACI INFOCOM may increase or decrease. In other words, similar to ACIIN's beta indicator, it measures the risk of ACI INFOCOM and helps estimate the fluctuations that may happen in a short period of time. So if prices of ACI INFOCOM 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.

ACI INFOCOM Investment Opportunity

DOW has a standard deviation of returns of 4.1 and is 1.24 times more volatile than ACI INFOCOM LTD. 29  of all equities and portfolios are less risky than ACI INFOCOM. Compared to the overall equity markets, volatility of historical daily returns of ACI INFOCOM LTD is lower than 29 () of all global equities and portfolios over the last 30 days. Use ACI INFOCOM LTD to protect your portfolios against small markets fluctuations. The stock experiences normal downward trend, but the immediate impact on correlations cannot be determined at the moment . Check odds of ACI INFOCOM to be traded at 0.1881 in 30 days. . As returns on market increase, ACI INFOCOM returns are expected to increase less than the market. However, during bear market, the loss on holding ACI INFOCOM will be expected to be smaller as well.

ACI INFOCOM correlation with market

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

ACI INFOCOM Current Risk Indicators

ACI INFOCOM Suggested Diversification Pairs

Please continue to Trending Equities. Please also try Risk-Return Analysis module to view associations between returns expected from investment and the risk you assume.
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