MARIS Volatility

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MARIS -- India Stock  

INR 6.39  0.00  0.00%

Macroaxis considers MARIS SPINNERS to be slightly risky. MARIS SPINNERS LTD has Sharpe Ratio of -0.1828, which conveys that the company had -0.1828% of return per unit of volatility over the last 3 months. Macroaxis way of 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. MARIS SPINNERS exposes twenty-one different technical indicators, which can help you to evaluate volatility that cannot be diversified away. Please be advised to verify MARIS SPINNERS LTD Mean Deviation of 2.83 and Market Risk Adjusted Performance of 9.76 to check out the risk estimate we provide.

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

90 Days Market Risk

Slightly risky

Chance of Distress

Below Average

90 Days Economic Sensitivity

Moves indifferently to market moves

MARIS SPINNERS Market Sensitivity

As returns on market increase, returns on owning MARIS SPINNERS are expected to decrease at a much smaller rate. During bear market, MARIS SPINNERS is likely to outperform the market.
3 Months Beta |Analyze MARIS SPINNERS LTD Demand Trend
Check current 30 days MARIS SPINNERS correlation with market (DOW)
β = -0.1449

MARIS SPINNERS Central Daily Price Deviation

MARIS SPINNERS LTD Technical Analysis

Transformation
The output start index for this execution was zero with a total number of output elements of sixty-one. MARIS SPINNERS LTD Average Price is the average of the sum of open, high, low and close daily prices of a bar. It can be used to smooth an indicator that normally takes just the closing price as input. View also all equity analysis or get more info about average price price transform indicator.

MARIS SPINNERS Projected Return Density Against Market

Assuming 30 trading days horizon, MARIS SPINNERS LTD has beta of -0.1449 indicating as returns on benchmark increase, returns on holding MARIS SPINNERS are expected to decrease at a much smaller rate. During bear market, however, MARIS SPINNERS 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. MARIS SPINNERS LTD is significantly underperforming DOW.
 Predicted Return Density 
      Returns 
Assuming 30 trading days horizon, the coefficient of variation of MARIS SPINNERS is -547.15. The daily returns are destributed with a variance of 15.37 and standard deviation of 3.92. The mean deviation of MARIS SPINNERS LTD is currently at 1.92. For similar time horizon, the selected benchmark (DOW) has volatility of 4.02
α
Alpha over DOW
=-1.41
β
Beta against DOW=-0.14
σ
Overall volatility
=3.92
Ir
Information ratio =-0.32

MARIS SPINNERS Return Volatility

the company accepts 3.9209% volatility on return distribution over the 30 days horizon. the entity inherits 4.0239% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

About MARIS SPINNERS Volatility

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

MARIS SPINNERS Investment Opportunity

DOW has a standard deviation of returns of 4.02 and is 1.03 times more volatile than MARIS SPINNERS LTD. 34  of all equities and portfolios are less risky than MARIS SPINNERS. Compared to the overall equity markets, volatility of historical daily returns of MARIS SPINNERS LTD is lower than 34 () of all global equities and portfolios over the last 30 days. Use MARIS SPINNERS 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 MARIS SPINNERS to be traded at 6.33 in 30 days. . As returns on market increase, returns on owning MARIS SPINNERS are expected to decrease at a much smaller rate. During bear market, MARIS SPINNERS is likely to outperform the market.

MARIS SPINNERS correlation with market

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

MARIS SPINNERS Current Risk Indicators

MARIS SPINNERS Suggested Diversification Pairs

Additionally, see Stocks Correlation. Please also try Portfolio File Import module to quickly import all of your third-party portfolios from your local drive in csv format.
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