HOTEL Volatility

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HOTELEELA -- India Stock  

INR 5.75  0.10  1.71%

Our approach towards determining 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 HOTEL LEELA VENTUR, which you can use to evaluate future volatility of the firm. Please check out HOTEL LEELA risk adjusted performance of (0.38), and market risk adjusted performance of (6.29) to validate if the risk estimate we provide is consistent with the expected return of 0.0%.

Search Volatility

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

90 Days Market Risk

Very steady

Chance of Distress


90 Days Economic Sensitivity

Barely shadows the market

HOTEL LEELA Market Sensitivity And Downside Risk

HOTEL LEELA VENTUR beta coefficient measures the volatility of HOTEL 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 HOTEL stock's returns against your selected market. In other words, HOTEL LEELA's beta of 0.0489 provides an investor with an approximation of how much risk HOTEL LEELA stock can potentially add to one of your existing portfolios. Let's try to break down what HOTEL's beta means in this case. As returns on the market increase, HOTEL LEELA returns are expected to increase less than the market. However, during the bear market, the loss on holding HOTEL LEELA will be expected to be smaller as well.
3 Months Beta |Analyze HOTEL LEELA VENTUR Demand Trend
Check current 30 days HOTEL LEELA correlation with market (DOW)

Current HOTEL LEELA Beta Coefficient


HOTEL LEELA Central Daily Price Deviations

It is essential to understand the difference between upside risk (as represented by HOTEL LEELA's standard deviation) and the downside risk, which can be measured by semi-deviation or downside deviation of HOTEL LEELA stock's daily returns or price. Since the actual investment returns on holding a position in HOTEL LEELA 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 HOTEL LEELA.

HOTEL LEELA VENTUR Volatility Analysis

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HOTEL LEELA Projected Return Density Against Market

Assuming the 30 trading days horizon, HOTEL LEELA has a beta of 0.0489 . This usually indicates as returns on the market go up, HOTEL LEELA average returns are expected to increase less than the benchmark. However, during the bear market, the loss on holding HOTEL LEELA VENTUR 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 HOTEL LEELA or HOTEL LEELA VENTUR 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 HOTEL LEELA 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 HOTEL 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. HOTEL LEELA VENTUR is significantly underperforming DOW.
 Predicted Return Density 

HOTEL LEELA Return Volatility

HOTEL LEELA historical daily return volatility represents how much HOTEL LEELA stock's price daily returns swing around its mean daily price change - it is a statistical measure of its dispersion of returns. The firm accepts 0.0% volatility on return distribution over the 30 days horizon. By contrast, DOW inherits 1.7904% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 

About HOTEL LEELA Volatility

Volatility is a rate at which the price of HOTEL LEELA 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 HOTEL LEELA may increase or decrease. In other words, similar to HOTEL's beta indicator, it measures the risk of HOTEL LEELA and helps estimate the fluctuations that may happen in a short period of time. So if prices of HOTEL LEELA 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.
HLV Limited owns, operates, and manages The Leela palaces, hotels, and resorts in India. HLV Limited was incorporated in 1981 and is based in Mumbai, India. HOTEL LEELA operates under Lodging classification in India and is traded on National Stock Exchange of India.

HOTEL LEELA Investment Opportunity

DOW has a standard deviation of returns of 1.79 and is 9.223372036854776E16 times more volatile than HOTEL LEELA VENTUR. of all equities and portfolios are less risky than HOTEL LEELA. Compared to the overall equity markets, volatility of historical daily returns of HOTEL LEELA VENTUR is lower than 0 () of all global equities and portfolios over the last 30 days. Use HOTEL LEELA VENTUR to protect your portfolios against small markets fluctuations. The stock experiences a somewhat bearish sentiment, but market may correct it shortly. Check odds of HOTEL LEELA to be traded at 5.58 in 30 days. . Let's try to break down what HOTEL's beta means in this case. As returns on the market increase, HOTEL LEELA returns are expected to increase less than the market. However, during the bear market, the loss on holding HOTEL LEELA will be expected to be smaller as well.

HOTEL LEELA correlation with market

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

HOTEL LEELA Additional Risk Indicators

The analysis of various secondary risk indicators of HOTEL LEELA is one of the essential steps in making a buy or sell decision. The process involves identifying the amount of risk involved in HOTEL LEELA investment, and either accepting that risk or mitigating it. Along with some common measures of HOTEL LEELA 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 Performance(0.38)
Market Risk Adjusted Performance(6.29)
Mean Deviation0.792
Coefficient Of Variation(483.66)
Standard Deviation1.44
Information Ratio(0.34)

HOTEL LEELA 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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Please check Risk vs Return Analysis. Please also try Earnings Calls module to check upcoming earnings announcements updated hourly across public exchanges.
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