HOTEL Volatility

<div class='circular--portrait' style='background:#006400;color: #FFE4E1;font-size:4em;padding-top: 25px;;'>HR</div>
HOTELRUGBY -- India Stock  

INR 0.85  0.00  0.00%

Macroaxis considers HOTEL RUGBY dangerous given 3 months investment horizon. HOTEL RUGBY LTD holds Efficiency (Sharpe) Ratio of 0.2887, which attests that the entity had 0.2887% of return per unit of volatility over the last 3 months. Our approach towards determining 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 RUGBY LTD, which you can use to evaluate future volatility of the corporation. Please utilize HOTEL RUGBY Market Risk Adjusted Performance of (1.24) and Risk Adjusted Performance of (0.27) to validate if our risk estimates are consistent with your expectations.

Search Volatility

 
Refresh
HOTEL RUGBY 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 RUGBY volatility.

90 Days Market Risk

Dangerous

Chance of Distress

Average

90 Days Economic Sensitivity

Barely shadows market

HOTEL RUGBY Market Sensitivity

As returns on market increase, HOTEL RUGBY returns are expected to increase less than the market. However, during bear market, the loss on holding HOTEL RUGBY will be expected to be smaller as well.
3 Months Beta |Analyze HOTEL RUGBY LTD Demand Trend
Check current 30 days HOTEL RUGBY correlation with market (DOW)
β = 0.1679

HOTEL RUGBY Central Daily Price Deviation

HOTEL RUGBY 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.

HOTEL RUGBY Projected Return Density Against Market

Assuming 30 trading days horizon, HOTEL RUGBY has beta of 0.1679 . This indicates as returns on market go up, HOTEL RUGBY average returns are expected to increase less than the benchmark. However during bear market, the loss on holding HOTEL RUGBY 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. HOTEL RUGBY LTD is significantly underperforming DOW.
 Predicted Return Density 
      Returns 
Assuming 30 trading days horizon, the coefficient of variation of HOTEL RUGBY is 346.34. The daily returns are destributed with a variance of 2.87 and standard deviation of 1.69. The mean deviation of HOTEL RUGBY LTD is currently at 1.05. For similar time horizon, the selected benchmark (DOW) has volatility of 4.08
α
Alpha over DOW
=-0.18
β
Beta against DOW=0.17
σ
Overall volatility
=1.69
Ir
Information ratio =-0.02

HOTEL RUGBY Return Volatility

the firm accepts 1.6932% volatility on return distribution over the 30 days horizon. the entity inherits 4.1343% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

About HOTEL RUGBY Volatility

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

HOTEL RUGBY Investment Opportunity

DOW has a standard deviation of returns of 4.13 and is 2.44 times more volatile than HOTEL RUGBY LTD. 14  of all equities and portfolios are less risky than HOTEL RUGBY. Compared to the overall equity markets, volatility of historical daily returns of HOTEL RUGBY LTD is lower than 14 () of all global equities and portfolios over the last 30 days. Use HOTEL RUGBY 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 HOTEL RUGBY to be traded at 0.8415 in 30 days. . As returns on market increase, HOTEL RUGBY returns are expected to increase less than the market. However, during bear market, the loss on holding HOTEL RUGBY will be expected to be smaller as well.

HOTEL RUGBY correlation with market

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

HOTEL RUGBY Current Risk Indicators

HOTEL RUGBY Suggested Diversification Pairs

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