KHYATI Volatility

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KHYATI -- India Stock  

INR 0.36  0.01  2.70%

Macroaxis considers KHYATI MULTIMEDIA to be dangerous. KHYATI MULTIMEDIA has Sharpe Ratio of -0.1822, which conveys that the firm had -0.1822% of return per unit of standard deviation over the last 3 months. Macroaxis approach into estimating the risk of any stock is to look at both systematic and unsystematic factors of the business, including all available market data and technical indicators. KHYATI MULTIMEDIA exposes twenty-one different technical indicators, which can help you to evaluate volatility that cannot be diversified away. Please be advised to verify KHYATI MULTIMEDIA ENTERTAINMEN Risk Adjusted Performance of (0.87), Mean Deviation of 1.03 and Market Risk Adjusted Performance of (2.78) to check out the risk estimate we provide.

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

90 Days Market Risk

Dangerous

Chance of Distress

Below Average

90 Days Economic Sensitivity

Barely shadows market

KHYATI MULTIMEDIA Market Sensitivity

As returns on market increase, KHYATI MULTIMEDIA returns are expected to increase less than the market. However, during bear market, the loss on holding KHYATI MULTIMEDIA will be expected to be smaller as well.
3 Months Beta |Analyze KHYATI MULTIMEDIA Demand Trend
Check current 30 days KHYATI MULTIMEDIA correlation with market (DOW)
β = 0.1525

KHYATI MULTIMEDIA Central Daily Price Deviation

KHYATI MULTIMEDIA 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 KHYATI MULTIMEDIA price series. View also all equity analysis or get more info about median price price transform indicator.

KHYATI MULTIMEDIA Projected Return Density Against Market

Assuming 30 trading days horizon, KHYATI MULTIMEDIA has beta of 0.1525 indicating as returns on market go up, KHYATI MULTIMEDIA average returns are expected to increase less than the benchmark. However during bear market, the loss on holding KHYATI MULTIMEDIA ENTERTAINMEN 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. KHYATI MULTIMEDIA is significantly underperforming DOW.
 Predicted Return Density 
      Returns 
Assuming 30 trading days horizon, the coefficient of variation of KHYATI MULTIMEDIA is -548.84. The daily returns are destributed with a variance of 1.54 and standard deviation of 1.24. The mean deviation of KHYATI MULTIMEDIA ENTERTAINMEN is currently at 0.65. For similar time horizon, the selected benchmark (DOW) has volatility of 4.02
α
Alpha over DOW
=-0.42
β
Beta against DOW=0.15
σ
Overall volatility
=1.24
Ir
Information ratio =-0.22

KHYATI MULTIMEDIA Return Volatility

the company accepts 1.2416% volatility on return distribution over the 30 days horizon. the entity inherits 4.0067% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

About KHYATI MULTIMEDIA Volatility

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

KHYATI MULTIMEDIA Investment Opportunity

DOW has a standard deviation of returns of 4.01 and is 3.23 times more volatile than KHYATI MULTIMEDIA ENTERTAINMEN. 10  of all equities and portfolios are less risky than KHYATI MULTIMEDIA. Compared to the overall equity markets, volatility of historical daily returns of KHYATI MULTIMEDIA ENTERTAINMEN is lower than 10 () of all global equities and portfolios over the last 30 days. Use KHYATI MULTIMEDIA ENTERTAINMEN to protect your portfolios against small markets fluctuations. The stock experiences unexpected downward movement. The market is reacting to new fundamentals. Check odds of KHYATI MULTIMEDIA to be traded at 0.3456 in 30 days. . As returns on market increase, KHYATI MULTIMEDIA returns are expected to increase less than the market. However, during bear market, the loss on holding KHYATI MULTIMEDIA will be expected to be smaller as well.

KHYATI MULTIMEDIA correlation with market

correlation synergy
Weak diversification
Overlapping area represents the amount of risk that can be diversified away by holding KHYATI MULTIMEDIA ENTERTAINMEN and equity matching DJI index in the same portfolio.

KHYATI MULTIMEDIA Current Risk Indicators

KHYATI MULTIMEDIA Suggested Diversification Pairs

Please see Stocks Correlation. Please also try Watchlist Optimization module to optimize watchlists to build efficient portfolio or rebalance existing positions based on mean-variance optimization algorithm.
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