GAYATRI Volatility

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GAYATRI -- India Stock  

INR 0.79  0.00  0.00%

Macroaxis considers GAYATRI SUGARS abnormally volatile given 3 months investment horizon. GAYATRI SUGARS LTD holds Efficiency (Sharpe) Ratio of 0.1163, which attests that the company had 0.1163% of return per unit of standard deviation over the last 3 months. Our approach into determining volatility of a stock is to use all available market data together with stock specific technical indicators that cannot be diversified away. By analyzing GAYATRI SUGARS LTD technical indicators you can now evaluate if the expected return of 0.5016% is justified by implied risk. Please utilize GAYATRI SUGARS Mean Deviation of 2.8 to validate if our risk estimates are consistent with your expectations.

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

90 Days Market Risk

Abnormally volatile

Chance of Distress

Below Average

90 Days Economic Sensitivity

Barely shadows market

GAYATRI SUGARS Market Sensitivity

As returns on market increase, GAYATRI SUGARS returns are expected to increase less than the market. However, during bear market, the loss on holding GAYATRI SUGARS will be expected to be smaller as well.
3 Months Beta |Analyze GAYATRI SUGARS LTD Demand Trend
Check current 30 days GAYATRI SUGARS correlation with market (DOW)
β = 0.0133

GAYATRI SUGARS Central Daily Price Deviation

GAYATRI SUGARS LTD Technical Analysis

Transformation
The output start index for this execution was zero with a total number of output elements of sixty-one. GAYATRI SUGARS LTD 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.

GAYATRI SUGARS Projected Return Density Against Market

Assuming 30 trading days horizon, GAYATRI SUGARS has beta of 0.0133 . This indicates as returns on market go up, GAYATRI SUGARS average returns are expected to increase less than the benchmark. However during bear market, the loss on holding GAYATRI SUGARS 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. GAYATRI SUGARS LTD is significantly underperforming DOW.
 Predicted Return Density 
      Returns 
Assuming 30 trading days horizon, the coefficient of variation of GAYATRI SUGARS is 860.0. The daily returns are destributed with a variance of 18.6 and standard deviation of 4.31. The mean deviation of GAYATRI SUGARS LTD is currently at 3.15. For similar time horizon, the selected benchmark (DOW) has volatility of 4.07
α
Alpha over DOW
=-0.11
β
Beta against DOW=0.0133
σ
Overall volatility
=4.31
Ir
Information ratio =0.0218

GAYATRI SUGARS Return Volatility

the entity accepts 4.3133% volatility on return distribution over the 30 days horizon. the entity inherits 4.1294% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

About GAYATRI SUGARS Volatility

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

GAYATRI SUGARS Investment Opportunity

GAYATRI SUGARS LTD has a volatility of 4.31 and is 1.04 times more volatile than DOW. 37  of all equities and portfolios are less risky than GAYATRI SUGARS. Compared to the overall equity markets, volatility of historical daily returns of GAYATRI SUGARS LTD is lower than 37 () of all global equities and portfolios over the last 30 days. Use GAYATRI SUGARS 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 GAYATRI SUGARS to be traded at 0.7821 in 30 days. . As returns on market increase, GAYATRI SUGARS returns are expected to increase less than the market. However, during bear market, the loss on holding GAYATRI SUGARS will be expected to be smaller as well.

GAYATRI SUGARS correlation with market

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

GAYATRI SUGARS Current Risk Indicators

GAYATRI SUGARS Suggested Diversification Pairs

Please check Risk vs Return Analysis. Please also try Money Flow Index module to determine momentum by analyzing money flow index and other technical indicators.
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