RAMINFO Volatility

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RAMINFO -- India Stock  

INR 11.30  0.38  3.48%

Macroaxis considers RAMINFO to be slightly risky. RAMINFO LIMITED maintains Sharpe Ratio (i.e. Efficiency) of -0.1512, which implies the company had -0.1512% of return per unit of volatility over the last 3 months. Macroaxis way of forecasting 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. RAMINFO LIMITED exposes twenty-one different technical indicators, which can help you to evaluate volatility that cannot be diversified away. Please be advised to check RAMINFO LIMITED Market Risk Adjusted Performance of (3.72) and Coefficient Of Variation of (491.77) to confirm the risk estimate we provide.

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

90 Days Market Risk

Slightly risky

Chance of Distress

Below Average

90 Days Economic Sensitivity

Slowly supersedes market

RAMINFO Market Sensitivity

As returns on market increase, RAMINFO returns are expected to increase less than the market. However, during bear market, the loss on holding RAMINFO will be expected to be smaller as well.
3 Months Beta |Analyze RAMINFO LIMITED Demand Trend
Check current 30 days RAMINFO correlation with market (DOW)
β = 0.3453

RAMINFO Central Daily Price Deviation

RAMINFO LIMITED Technical Analysis

Transformation
The output start index for this execution was zero with a total number of output elements of sixty-one. RAMINFO Typical Price indicator is an average of each day price and can be used instead of closing price when creating different RAMINFO LIMITED moving average lines. View also all equity analysis or get more info about typical price price transform indicator.

RAMINFO Projected Return Density Against Market

Assuming 30 trading days horizon, RAMINFO has beta of 0.3453 . This implies as returns on market go up, RAMINFO average returns are expected to increase less than the benchmark. However during bear market, the loss on holding RAMINFO LIMITED 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. RAMINFO LIMITED is significantly underperforming DOW.
 Predicted Return Density 
      Returns 
Assuming 30 trading days horizon, the coefficient of variation of RAMINFO is -661.44. The daily returns are destributed with a variance of 33.29 and standard deviation of 5.77. The mean deviation of RAMINFO LIMITED is currently at 4.38. For similar time horizon, the selected benchmark (DOW) has volatility of 4.02
α
Alpha over DOW
=-1.28
β
Beta against DOW=0.35
σ
Overall volatility
=5.77
Ir
Information ratio =-0.2

RAMINFO Return Volatility

the corporation accepts 5.7693% 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 RAMINFO Volatility

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

RAMINFO Investment Opportunity

RAMINFO LIMITED has a volatility of 5.77 and is 1.44 times more volatile than DOW. 50  of all equities and portfolios are less risky than RAMINFO. Compared to the overall equity markets, volatility of historical daily returns of RAMINFO LIMITED is higher than 50 () of all global equities and portfolios over the last 30 days. Use RAMINFO LIMITED to enhance returns of your portfolios. The stock experiences unexpected upward trend. Watch out for market signals. Check odds of RAMINFO to be traded at 13.56 in 30 days. . As returns on market increase, RAMINFO returns are expected to increase less than the market. However, during bear market, the loss on holding RAMINFO will be expected to be smaller as well.

RAMINFO correlation with market

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

RAMINFO Current Risk Indicators

RAMINFO Suggested Diversification Pairs

Additionally, take a look at Your Equity Center. Please also try Analyst Recommendations module to analyst recommendations and target price estimates broken down by several categories.
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