BLKASHYAP Volatility

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BLKASHYAP -- India Stock  

INR 3.90  0.20  4.88%

Macroaxis considers B L to be very risky. B L KASHYAP secures Sharpe Ratio (or Efficiency) of -0.1583, which signifies that the company had -0.1583% of return per unit of return volatility over the last 3 months. Macroaxis philosophy in foreseeing the risk of any stock is to look at both systematic and unsystematic factors of the business, including all available market data and technical indicators. B L KASHYAP exposes twenty-one different technical indicators, which can help you to evaluate volatility that cannot be diversified away. Please be advised to confirm B L KASHYAP Coefficient Of Variation of (555.95) and Mean Deviation of 3.95 to double-check the risk estimate we provide.

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

90 Days Market Risk

Very risky

Chance of Distress

Average

90 Days Economic Sensitivity

Barely shadows market

B L Market Sensitivity

As returns on market increase, B L returns are expected to increase less than the market. However, during bear market, the loss on holding B L will be expected to be smaller as well.
3 Months Beta |Analyze B L KASHYAP Demand Trend
Check current 30 days B L correlation with market (DOW)
β = 0.1294

B L Central Daily Price Deviation

B L KASHYAP Technical Analysis

Transformation
The output start index for this execution was zero with a total number of output elements of sixty-one. B L KASHYAP Average Price is the average of the sum of open, high, low and close daily prices of a bar. It can be used to smooth an indicator that normally takes just the closing price as input. View also all equity analysis or get more info about average price price transform indicator.

B L Projected Return Density Against Market

Assuming 30 trading days horizon, B L has beta of 0.1294 . This suggests as returns on market go up, B L average returns are expected to increase less than the benchmark. However during bear market, the loss on holding B L KASHYAP 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. B L KASHYAP is significantly underperforming DOW.
 Predicted Return Density 
      Returns 
Assuming 30 trading days horizon, the coefficient of variation of B L is -631.69. The daily returns are destributed with a variance of 38.52 and standard deviation of 6.21. The mean deviation of B L KASHYAP is currently at 4.01. For similar time horizon, the selected benchmark (DOW) has volatility of 4.02
α
Alpha over DOW
=-1.08
β
Beta against DOW=0.13
σ
Overall volatility
=6.21
Ir
Information ratio =-0.18

B L Return Volatility

the company accepts 6.2061% volatility on return distribution over the 30 days horizon. the entity inherits 4.0239% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

About B L Volatility

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

B L Investment Opportunity

B L KASHYAP has a volatility of 6.21 and is 1.54 times more volatile than DOW. 54  of all equities and portfolios are less risky than B L. Compared to the overall equity markets, volatility of historical daily returns of B L KASHYAP is higher than 54 () of all global equities and portfolios over the last 30 days. Use B L KASHYAP to protect your portfolios against small markets fluctuations. The stock experiences very speculative upward sentiment. Check odds of B L to be traded at 3.7 in 30 days. . As returns on market increase, B L returns are expected to increase less than the market. However, during bear market, the loss on holding B L will be expected to be smaller as well.

B L correlation with market

correlation synergy
Significant diversification
Overlapping area represents the amount of risk that can be diversified away by holding B L KASHYAP SON and equity matching DJI index in the same portfolio.

B L Current Risk Indicators

B L Suggested Diversification Pairs

Continue to Trending Equities. Please also try Volatility Analysis module to get historical volatility and risk analysis based on latest market data.
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