ARCOTECH Volatility

AR
ARCOTECH-EQ -- India Stock  

INR 1.65  0.00  0.00%

Our philosophy in foreseeing the 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 ARCOTECH, which you can use to evaluate future volatility of the firm. Please confirm ARCOTECH LTD Market Risk Adjusted Performance of (0.014011) and Coefficient Of Variation of (118,655) to double-check if the risk estimate we provide is consistent with the expected return of 0.0%.

Search Volatility

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

ARCOTECH Market Sensitivity

As returns on market increase, ARCOTECH returns are expected to increase less than the market. However, during bear market, the loss on holding ARCOTECH will be expected to be smaller as well.
3 Months Beta |Analyze ARCOTECH LTD Demand Trend
Check current 30 days ARCOTECH correlation with market (DOW)
β = 0.8178

ARCOTECH Central Daily Price Deviation

ARCOTECH LTD 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.

ARCOTECH Projected Return Density Against Market

Assuming 30 trading days horizon, ARCOTECH has beta of 0.8178 . This suggests as returns on market go up, ARCOTECH average returns are expected to increase less than the benchmark. However during bear market, the loss on holding ARCOTECH LTD will be expected to be much smaller as well. Additionally, 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 ARCOTECH or ARCOTECH 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 ARCOTECH 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 ARCOTECH 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 a negative alpha implying that the risk taken by holding this equity is not justified. ARCOTECH LTD is significantly underperforming DOW.
 Predicted Return Density 
      Returns 

ARCOTECH 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 ARCOTECH or ARCOTECH 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 ARCOTECH 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 ARCOTECH 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 30 trading days horizon, the coefficient of variation of ARCOTECH is 0.0. The daily returns are destributed with a variance of 0.0 and standard deviation of 0.0. The mean deviation of ARCOTECH LTD is currently at 0.0. For similar time horizon, the selected benchmark (DOW) has volatility of 3.98
α
Alpha over DOW
=-0.1
β
Beta against DOW=0.82
σ
Overall volatility
=0.00
Ir
Information ratio =-0.01

ARCOTECH Return Volatility

the company accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 3.8604% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

About ARCOTECH Volatility

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

ARCOTECH Investment Opportunity

DOW has a standard deviation of returns of 3.86 and is 9.223372036854776E16 times more volatile than ARCOTECH LTD. of all equities and portfolios are less risky than ARCOTECH. Compared to the overall equity markets, volatility of historical daily returns of ARCOTECH LTD is lower than 0 () of all global equities and portfolios over the last 30 days. Use ARCOTECH 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 ARCOTECH to be traded at 1.6335 in 30 days. . As returns on market increase, ARCOTECH returns are expected to increase less than the market. However, during bear market, the loss on holding ARCOTECH will be expected to be smaller as well.

ARCOTECH correlation with market

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

ARCOTECH Additional Risk Indicators

The analysis of various secondary risk indicators of ARCOTECH is one of the essential steps in making a buy or sell decision. The process involves identifying the amount of risk involved in ARCOTECH investment, and either accepting that risk or mitigating it. Along with some common measures of ARCOTECH 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 Performance0.0032
Market Risk Adjusted Performance(0.014011)
Mean Deviation8.05
Coefficient Of Variation(118,655)
Standard Deviation11.43
Variance130.74
Information Ratio(0.009954)

ARCOTECH 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.
AGNC Investment vs. ARCOTECH
Salesforce vs. ARCOTECH
Itau Unibanco vs. ARCOTECH
Du Pont vs. ARCOTECH
Facebook vs. ARCOTECH
Perdoceo Education vs. ARCOTECH
Walker Dunlop vs. ARCOTECH
Gaming vs. ARCOTECH
Anheuser Busch vs. ARCOTECH
Freeport McMoRan vs. ARCOTECH
TENCENT HOLDINGS vs. ARCOTECH
VanEck Vectors vs. ARCOTECH
Please continue to Trending Equities. Please also try Stock Tickers module to use high-impact, comprehensive, and customizable stock tickers that can be easily integrated to any websites.
Company logos by clearbit
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