MAHINDRA Volatility

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MHRIL -- India Stock  

INR 182.00  3.00  1.68%

MAHINDRA HOLIDAYS appears to be very steady, given 3 months investment horizon. MAHINDRA HOLIDAYS has Sharpe Ratio of 0.14, which conveys that the company had 0.14% of return per unit of risk over the last 3 months. Our approach 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. By examining MAHINDRA HOLIDAYS technical indicators you can right now evaluate if the expected return of 0.65% is justified by implied risk. Please exercise MAHINDRA HOLIDAYS mean deviation of 3.41, downside deviation of 5.87, and semi deviation of 4.86 to check out if our risk estimates are consistent with your expectations.

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

90 Days Market Risk

Very steady

Chance of Distress

90 Days Economic Sensitivity

Barely shadows the market

MAHINDRA HOLIDAYS Market Sensitivity And Downside Risk

MAHINDRA HOLIDAYS beta coefficient measures the volatility of MAHINDRA 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 MAHINDRA stock's returns against your selected market. In other words, MAHINDRA HOLIDAYS's beta of 0.0872 provides an investor with an approximation of how much risk MAHINDRA HOLIDAYS stock can potentially add to one of your existing portfolios. Let's try to break down what MAHINDRA's beta means in this case. As returns on the market increase, MAHINDRA HOLIDAYS returns are expected to increase less than the market. However, during the bear market, the loss on holding MAHINDRA HOLIDAYS will be expected to be smaller as well.
3 Months Beta |Analyze MAHINDRA HOLIDAYS Demand Trend
Check current 30 days MAHINDRA HOLIDAYS correlation with market (DOW)
β

Current MAHINDRA HOLIDAYS Beta Coefficient

 = 

MAHINDRA HOLIDAYS Central Daily Price Deviations

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

MAHINDRA HOLIDAYS Volatility Analysis

Transformation
The output start index for this execution was zero with a total number of output elements of sixty-one. MAHINDRA HOLIDAYS 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.

MAHINDRA HOLIDAYS Projected Return Density Against Market

Assuming the 30 trading days horizon, MAHINDRA HOLIDAYS has a beta of 0.0872 . This indicates as returns on the market go up, MAHINDRA HOLIDAYS average returns are expected to increase less than the benchmark. However, during the bear market, the loss on holding MAHINDRA HOLIDAYS 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 MAHINDRA HOLIDAYS or MAHINDRA HOLIDAYS 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 MAHINDRA HOLIDAYS 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 MAHINDRA 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 0.4473, implying that it can generate a 0.45 percent excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 

MAHINDRA HOLIDAYS 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 MAHINDRA HOLIDAYS or MAHINDRA HOLIDAYS 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 MAHINDRA HOLIDAYS 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 MAHINDRA 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 MAHINDRA HOLIDAYS is 719.49. The daily returns are destributed with a variance of 21.88 and standard deviation of 4.68. The mean deviation of MAHINDRA HOLIDAYS is currently at 3.02. For similar time horizon, the selected benchmark (DOW) has volatility of 1.81
α
Alpha over DOW
=0.45
β
Beta against DOW=0.09
σ
Overall volatility
=4.68
Ir
Information ratio =0.0467

MAHINDRA HOLIDAYS Return Volatility

MAHINDRA HOLIDAYS historical daily return volatility represents how much MAHINDRA HOLIDAYS stock's price daily returns swing around its mean daily price change - it is a statistical measure of its dispersion of returns. The company accepts 4.6776% volatility on return distribution over the 30 days horizon. By contrast, DOW inherits 1.8343% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

About MAHINDRA HOLIDAYS Volatility

Volatility is a rate at which the price of MAHINDRA HOLIDAYS 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 MAHINDRA HOLIDAYS may increase or decrease. In other words, similar to MAHINDRA's beta indicator, it measures the risk of MAHINDRA HOLIDAYS and helps estimate the fluctuations that may happen in a short period of time. So if prices of MAHINDRA HOLIDAYS 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.
Mahindra Holidays Resorts India Limited operates in the leisure and hospitality sector. Mahindra Holidays Resorts India Limited is a subsidiary of Mahindra Mahindra Limited. MAHINDRA HOLIDAYS operates under Resorts Casinos classification in India and is traded on National Stock Exchange of India.

MAHINDRA HOLIDAYS Investment Opportunity

MAHINDRA HOLIDAYS has a volatility of 4.68 and is 2.56 times more volatile than DOW. 40  of all equities and portfolios are less risky than MAHINDRA HOLIDAYS. Compared to the overall equity markets, volatility of historical daily returns of MAHINDRA HOLIDAYS is lower than 40 () of all global equities and portfolios over the last 30 days. Use MAHINDRA HOLIDAYS to enhance returns of your portfolios. The stock experiences a large bullish trend. Check odds of MAHINDRA HOLIDAYS to be traded at 200.2 in 30 days. . Let's try to break down what MAHINDRA's beta means in this case. As returns on the market increase, MAHINDRA HOLIDAYS returns are expected to increase less than the market. However, during the bear market, the loss on holding MAHINDRA HOLIDAYS will be expected to be smaller as well.

MAHINDRA HOLIDAYS correlation with market

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

MAHINDRA HOLIDAYS Additional Risk Indicators

The analysis of various secondary risk indicators of MAHINDRA HOLIDAYS is one of the essential steps in making a buy or sell decision. The process involves identifying the amount of risk involved in MAHINDRA HOLIDAYS investment, and either accepting that risk or mitigating it. Along with some common measures of MAHINDRA HOLIDAYS 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 Performance0.1475
Market Risk Adjusted Performance5.32
Mean Deviation3.41
Semi Deviation4.86
Downside Deviation5.87
Coefficient Of Variation1292.0
Standard Deviation6.11

MAHINDRA HOLIDAYS 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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Additionally, see Stocks Correlation. Please also try Portfolio Rebalancing module to analyze risk-adjusted returns against different time horizons to find asset-allocation targets.
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