JUBILANT Volatility

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JUBLFOOD -- India Stock  

INR 1,687  162.35  10.65%

We consider JUBILANT FOODWORKS very steady. JUBILANT FOODWORKS LTD retains Efficiency (Sharpe Ratio) of 0.0043, which attests that the entity had 0.0043% of return per unit of return volatility over the last 3 months. Our way of 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-eight technical indicators for JUBILANT FOODWORKS, which you can use to evaluate future volatility of the corporation. Please check out JUBILANT FOODWORKS LTD Market Risk Adjusted Performance of 0.8002 to validate if the risk estimate we provide is consistent with the expected return of 0.0298%.

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

90 Days Market Risk

Very steady

Chance of Distress

Close to Average

90 Days Economic Sensitivity

Moves indifferently to market moves

JUBILANT FOODWORKS Market Sensitivity

As returns on market increase, returns on owning JUBILANT FOODWORKS are expected to decrease at a much smaller rate. During bear market, JUBILANT FOODWORKS is likely to outperform the market.
3 Months Beta |Analyze JUBILANT FOODWORKS LTD Demand Trend
Check current 30 days JUBILANT FOODWORKS correlation with market (DOW)
β = -0.1077

JUBILANT FOODWORKS Central Daily Price Deviation

JUBILANT FOODWORKS LTD Technical Analysis

Transformation
The output start index for this execution was zero with a total number of output elements of sixty-one. The Median Price line plots median indexes of JUBILANT FOODWORKS LTD price series. View also all equity analysis or get more info about median price price transform indicator.

JUBILANT FOODWORKS Projected Return Density Against Market

Assuming 30 trading days horizon, JUBILANT FOODWORKS LTD has beta of -0.1077 . This indicates as returns on benchmark increase, returns on holding JUBILANT FOODWORKS are expected to decrease at a much smaller rate. During bear market, however, JUBILANT FOODWORKS LTD is likely to outperform the market. Additionally, The company has a negative alpha implying that the risk taken by holding this equity is not justified. JUBILANT FOODWORKS LTD is significantly underperforming DOW.
 Predicted Return Density 
      Returns 
Assuming 30 trading days horizon, the coefficient of variation of JUBILANT FOODWORKS is 23426.36. The daily returns are destributed with a variance of 48.63 and standard deviation of 6.97. The mean deviation of JUBILANT FOODWORKS LTD is currently at 4.23. For similar time horizon, the selected benchmark (DOW) has volatility of 4.11
α
Alpha over DOW
=-0.08
β
Beta against DOW=-0.11
σ
Overall volatility
=6.97
Ir
Information ratio =-0.03

JUBILANT FOODWORKS Return Volatility

the corporation accepts 6.9736% volatility on return distribution over the 30 days horizon. the entity inherits 4.0562% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

About JUBILANT FOODWORKS Volatility

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

JUBILANT FOODWORKS Investment Opportunity

JUBILANT FOODWORKS LTD has a volatility of 6.97 and is 1.72 times more volatile than DOW. 61  of all equities and portfolios are less risky than JUBILANT FOODWORKS. Compared to the overall equity markets, volatility of historical daily returns of JUBILANT FOODWORKS LTD is higher than 61 () of all global equities and portfolios over the last 30 days. Use JUBILANT FOODWORKS LTD to enhance returns of your portfolios. The stock experiences very speculative upward sentiment. . Check odds of JUBILANT FOODWORKS to be traded at 2108.44 in 30 days. . As returns on market increase, returns on owning JUBILANT FOODWORKS are expected to decrease at a much smaller rate. During bear market, JUBILANT FOODWORKS is likely to outperform the market.

JUBILANT FOODWORKS correlation with market

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

JUBILANT FOODWORKS Current Risk Indicators

JUBILANT FOODWORKS Suggested Diversification Pairs

Please see Risk vs Return Analysis. Please also try Content Syndication module to quickly integrate customizable finance content to your own investment portal.
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