RBLBANK Volatility

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RBLBANK -- India Stock  

INR 118.10  7.60  6.88%

RBL Bank is out of control given 3 months investment horizon. RBL Bank Limited maintains Sharpe Ratio (i.e. Efficiency) of 0.1138, which implies the company had 0.1138% of return per unit of volatility over the last 3 months. Our way of forecasting the volatility of a stock is to use RBL Bank Limited market data together with company specific technical indicators. We found twenty-one different technical indicators, which can help you to evaluate if expected returns of 7.55% are justified by taking the suggested risk. Use RBL Bank Coefficient Of Variation of 1385.17 and Market Risk Adjusted Performance of (3.94) to evaluate company specific risk that cannot be diversified away.

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

90 Days Market Risk

Out of control

Chance of Distress

Below Average

90 Days Economic Sensitivity

Moves totally opposite to market

RBL Bank Market Sensitivity

RBL Bank Limited Technical 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 RBL Bank Limited 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 RBL Bank closing price as input. View also all equity analysis or get more info about weighted close price price transform indicator.

RBL Bank Projected Return Density Against Market

Assuming 30 trading days horizon, RBL Bank Limited has beta of -0.9565 . This implies In addition to that, The company has an alpha of 3.8501 implying that it can potentially generate 3.8501% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
Assuming 30 trading days horizon, the coefficient of variation of RBL Bank is 878.46. The daily returns are destributed with a variance of 4393.8 and standard deviation of 66.29. The mean deviation of RBL Bank Limited is currently at 20.54. For similar time horizon, the selected benchmark (DOW) has volatility of 4.11
α
Alpha over DOW
=3.85
β
Beta against DOW=-0.96
σ
Overall volatility
=66.29
Ir
Information ratio =0.07

RBL Bank Return Volatility

the organization accepts 66.2858% volatility on return distribution over the 30 days horizon. the entity inherits 4.0562% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

About RBL Bank Volatility

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

RBL Bank Investment Opportunity

RBL Bank Limited has a volatility of 66.29 and is 16.33 times more volatile than DOW. 96  of all equities and portfolios are less risky than RBL Bank. Compared to the overall equity markets, volatility of historical daily returns of RBL Bank Limited is higher than 96 () of all global equities and portfolios over the last 30 days. Use RBL Bank Limited to enhance returns of your portfolios. The stock experiences very speculative upward sentiment. . Check odds of RBL Bank to be traded at 147.63 in 30 days. .

RBL Bank correlation with market

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

RBL Bank Current Risk Indicators

RBL Bank Suggested Diversification Pairs

Additionally, take a look at Your Equity Center. Please also try Aroon Oscillator module to analyze current equity momentum using aroon oscillator and other momentum ratios.
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