KAKATIYA Volatility

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KAKATCEM -- India Stock  

INR 141.80  0.65  0.46%

KAKATIYA CEM appears to be very steady, given 3 months investment horizon. KAKATIYA CEM SUGAR has Sharpe Ratio of 0.0654, which conveys that the company had 0.0654% of return per unit of volatility over the last 3 months. Our standpoint towards estimating 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 KAKATIYA CEM, which you can use to evaluate future volatility of the entity. Please exercise KAKATIYA CEM SUGAR downside deviation of 4.2, market risk adjusted performance of 5.61, and mean deviation of 2.85 to check out if our risk estimates are consistent with your expectations.

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

90 Days Market Risk

Very steady

Chance of Distress

Below Average

90 Days Economic Sensitivity

Barely shadows the market

KAKATIYA CEM Market Sensitivity And Downside Risk

KAKATIYA CEM SUGAR beta coefficient measures the volatility of KAKATIYA 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 KAKATIYA stock's returns against your selected market. In other words, KAKATIYA CEM's beta of 0.0899 provides an investor with an approximation of how much risk KAKATIYA CEM stock can potentially add to one of your existing portfolios. Let's try to break down what KAKATIYA's beta means in this case. As returns on the market increase, KAKATIYA CEM returns are expected to increase less than the market. However, during the bear market, the loss on holding KAKATIYA CEM will be expected to be smaller as well.
3 Months Beta |Analyze KAKATIYA CEM SUGAR Demand Trend
Check current 30 days KAKATIYA CEM correlation with market (DOW)
β

Current KAKATIYA CEM Beta Coefficient

 = 

KAKATIYA CEM Central Daily Price Deviations

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

KAKATIYA CEM SUGAR Volatility Analysis

Transformation
The output start index for this execution was zero with a total number of output elements of sixty-one. Developed by Larry Williams, the Weighted Close is the average of KAKATIYA CEM SUGAR high, low and close of a chart with the close values weighted twice. It can be used to smooth an indicator that normally takes only KAKATIYA CEM closing price as input. View also all equity analysis or get more info about weighted close price price transform indicator.

KAKATIYA CEM Projected Return Density Against Market

Assuming the 30 trading days horizon, KAKATIYA CEM has a beta of 0.0899 . This indicates as returns on the market go up, KAKATIYA CEM average returns are expected to increase less than the benchmark. However, during the bear market, the loss on holding KAKATIYA CEM SUGAR will be expected to be much smaller as well. Moreover, 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 KAKATIYA CEM or KAKATIYA CEM SUGAR 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 KAKATIYA CEM 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 KAKATIYA 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 an alpha of 0.4798, implying that it can generate a 0.48 percent excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 

KAKATIYA CEM Risk Measures

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 KAKATIYA CEM or KAKATIYA CEM SUGAR 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 KAKATIYA CEM 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 KAKATIYA 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. Assuming the 30 trading days horizon, the coefficient of variation of KAKATIYA CEM is 1528.72. The daily returns are destributed with a variance of 13.76 and standard deviation of 3.71. The mean deviation of KAKATIYA CEM SUGAR is currently at 2.79. For similar time horizon, the selected benchmark (DOW) has volatility of 2.14
α
Alpha over DOW
=0.48
β
Beta against DOW=0.09
σ
Overall volatility
=3.71
Ir
Information ratio =0.06

KAKATIYA CEM Return Volatility

KAKATIYA CEM historical daily return volatility represents how much KAKATIYA CEM 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 3.7098% volatility on return distribution over the 30 days horizon. By contrast, DOW inherits 1.8252% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

About KAKATIYA CEM Volatility

Volatility is a rate at which the price of KAKATIYA CEM 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 KAKATIYA CEM may increase or decrease. In other words, similar to KAKATIYA's beta indicator, it measures the risk of KAKATIYA CEM and helps estimate the fluctuations that may happen in a short period of time. So if prices of KAKATIYA CEM 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.
Kakatiya Cement Sugar and Industries Limited manufactures and sells Portland cement in India. Kakatiya Cement Sugar and Industries Limited was incorporated in 1979 and is based in Hyderabad, India. KAKATIYA CEM operates under Building Materials classification in India and is traded on National Stock Exchange of India.

KAKATIYA CEM Investment Opportunity

KAKATIYA CEM SUGAR has a volatility of 3.71 and is 2.03 times more volatile than DOW. 32  of all equities and portfolios are less risky than KAKATIYA CEM. Compared to the overall equity markets, volatility of historical daily returns of KAKATIYA CEM SUGAR is lower than 32 () of all global equities and portfolios over the last 30 days. Use KAKATIYA CEM SUGAR to enhance returns of your portfolios. The stock experiences a normal upward fluctuation. Check odds of KAKATIYA CEM to be traded at 148.89 in 30 days. . Let's try to break down what KAKATIYA's beta means in this case. As returns on the market increase, KAKATIYA CEM returns are expected to increase less than the market. However, during the bear market, the loss on holding KAKATIYA CEM will be expected to be smaller as well.

KAKATIYA CEM correlation with market

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

KAKATIYA CEM Additional Risk Indicators

The analysis of various secondary risk indicators of KAKATIYA CEM is one of the essential steps in making a buy or sell decision. The process involves identifying the amount of risk involved in KAKATIYA CEM investment, and either accepting that risk or mitigating it. Along with some common measures of KAKATIYA CEM 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 Performance0.2987
Market Risk Adjusted Performance5.61
Mean Deviation2.85
Semi Deviation3.3
Downside Deviation4.2
Coefficient Of Variation726.02
Standard Deviation3.73

KAKATIYA CEM 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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