SATIA Volatility

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SATIA -- India Stock  

INR 66.25  0.00  0.00%

Our approach into measuring volatility of a stock is to use all available market data together with stock specific technical indicators that cannot be diversified away. We have found twenty-one technical indicators for SATIA INDUSTRIES LIMITED, which you can use to evaluate future volatility of the entity. Please validate SATIA INDUSTRIES Market Risk Adjusted Performance of (2.01) and Risk Adjusted Performance of (0.26) to confirm if the risk estimate we provide is consistent with the expected return of 0.0%.

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

90 Days Market Risk

Very steady

Chance of Distress

Below Average

90 Days Economic Sensitivity

Barely shadows market

SATIA INDUSTRIES Market Sensitivity

As returns on market increase, SATIA INDUSTRIES returns are expected to increase less than the market. However, during bear market, the loss on holding SATIA INDUSTRIES will be expected to be smaller as well.
3 Months Beta |Analyze SATIA INDUSTRIES Demand Trend
Check current 30 days SATIA INDUSTRIES correlation with market (DOW)
β = 0.1499

SATIA INDUSTRIES Central Daily Price Deviation

SATIA INDUSTRIES Technical Analysis

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SATIA INDUSTRIES Projected Return Density Against Market

Assuming 30 trading days horizon, SATIA INDUSTRIES has beta of 0.1499 . This entails as returns on market go up, SATIA INDUSTRIES average returns are expected to increase less than the benchmark. However during bear market, the loss on holding SATIA INDUSTRIES 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. SATIA INDUSTRIES is significantly underperforming DOW.
 Predicted Return Density 
      Returns 
Assuming 30 trading days horizon, the coefficient of variation of SATIA INDUSTRIES is 0.0. The daily returns are destributed with a variance of 0.0 and standard deviation of 0.0. The mean deviation of SATIA INDUSTRIES LIMITED is currently at 0.0. For similar time horizon, the selected benchmark (DOW) has volatility of 4.07
α
Alpha over DOW
=-0.27
β
Beta against DOW=0.15
σ
Overall volatility
=0.00
Ir
Information ratio =-0.02

SATIA INDUSTRIES Return Volatility

the company accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 4.1294% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

About SATIA INDUSTRIES Volatility

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

SATIA INDUSTRIES Investment Opportunity

DOW has a standard deviation of returns of 4.13 and is 9.223372036854776E16 times more volatile than SATIA INDUSTRIES LIMITED. of all equities and portfolios are less risky than SATIA INDUSTRIES. Compared to the overall equity markets, volatility of historical daily returns of SATIA INDUSTRIES LIMITED is lower than 0 () of all global equities and portfolios over the last 30 days. Use SATIA INDUSTRIES LIMITED 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 SATIA INDUSTRIES to be traded at 65.59 in 30 days. . As returns on market increase, SATIA INDUSTRIES returns are expected to increase less than the market. However, during bear market, the loss on holding SATIA INDUSTRIES will be expected to be smaller as well.

SATIA INDUSTRIES correlation with market

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

SATIA INDUSTRIES Current Risk Indicators

SATIA INDUSTRIES Suggested Diversification Pairs

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