Spicy Volatility

<div class='circular--portrait' style='background:#8B008B;color: #ffffff;font-size:4em;padding-top: 25px;;'>SE</div>
SPICY -- India Stock  

INR 4.60  0.00  0.00%

Spicy Entertainment And owns Efficiency Ratio (i.e. Sharpe Ratio) of -0.1429, which indicates the firm had -0.1429% of return per unit of risk over the last 3 months. Macroaxis philosophy towards measuring 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. Spicy Entertainment And exposes twenty-one different technical indicators, which can help you to evaluate volatility that cannot be diversified away. Please be advised to validate Spicy Entertainment risk adjusted performance of (0.28), and coefficient of variation of (812.40) to confirm the risk estimate we provide.

Search Volatility

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

90 Days Market Risk

Not too volatile

Chance of Distress

High

90 Days Economic Sensitivity

Moves indifferently to market moves

Spicy Entertainment Market Sensitivity And Downside Risk

Spicy Entertainment And beta coefficient measures the volatility of Spicy 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 Spicy stock's returns against your selected market. In other words, Spicy Entertainment's beta of -0.0035 provides an investor with an approximation of how much risk Spicy Entertainment stock can potentially add to one of your existing portfolios. Let's try to break down what Spicy's beta means in this case. As returns on the market increase, returns on owning Spicy Entertainment are expected to decrease at a much lower rate. During the bear market, Spicy Entertainment is likely to outperform the market.
3 Months Beta |Analyze Spicy Entertainment And Demand Trend
Check current 30 days Spicy Entertainment correlation with market (DOW)
β

Current Spicy Entertainment Beta Coefficient

 = 

Spicy Entertainment Central Daily Price Deviations

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

Spicy Entertainment And Volatility Analysis

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

Spicy Entertainment Projected Return Density Against Market

Assuming the 30 trading days horizon, Spicy Entertainment And has the beta of -0.0035 . This usually implies as returns on benchmark increase, returns on holding Spicy Entertainment are expected to decrease at a much lower rate. During the bear market, however, Spicy Entertainment And is likely to outperform the market. Additionally, 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 Spicy Entertainment or Spicy Entertainment And 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 Spicy Entertainment 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 Spicy 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 a negative alpha, implying that the risk taken by holding this equity is not justified. Spicy Entertainment And is significantly underperforming DOW.
 Predicted Return Density 
      Returns 

Spicy Entertainment 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 Spicy Entertainment or Spicy Entertainment And 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 Spicy Entertainment 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 Spicy 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 Spicy Entertainment is -700.0. The daily returns are destributed with a variance of 0.72 and standard deviation of 0.85. The mean deviation of Spicy Entertainment And is currently at 0.24. For similar time horizon, the selected benchmark (DOW) has volatility of 2.09
α
Alpha over DOW
=-0.1
β
Beta against DOW=-0.0035
σ
Overall volatility
=0.85
Ir
Information ratio =-0.56

Spicy Entertainment Return Volatility

Spicy Entertainment historical daily return volatility represents how much Spicy Entertainment 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 0.8472% volatility on return distribution over the 30 days horizon. By contrast, DOW inherits 2.0908% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

About Spicy Entertainment Volatility

Volatility is a rate at which the price of Spicy Entertainment 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 Spicy Entertainment may increase or decrease. In other words, similar to Spicy's beta indicator, it measures the risk of Spicy Entertainment and helps estimate the fluctuations that may happen in a short period of time. So if prices of Spicy Entertainment 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.
Spicy Entertainment and Media Limited engages in the production, post production, and media and creative service businesses. Spicy Entertainment and Media Limited was incorporated in 2012 and is based in Kolkata, India. Spicy Entertainment operates under Entertainment classification in India and is traded on Bombay Stock Exchange. It employs 10 people.

Spicy Entertainment Investment Opportunity

DOW has a standard deviation of returns of 2.09 and is 2.46 times more volatile than Spicy Entertainment And. of all equities and portfolios are less risky than Spicy Entertainment. Compared to the overall equity markets, volatility of historical daily returns of Spicy Entertainment And is lower than 7 () of all global equities and portfolios over the last 30 days. Use Spicy Entertainment And to protect your portfolios against small markets fluctuations. The stock experiences a normal downward trend, but the immediate impact on correlations cannot be determined at the moment . Check odds of Spicy Entertainment to be traded at 4.55 in 30 days. . Let's try to break down what Spicy's beta means in this case. As returns on the market increase, returns on owning Spicy Entertainment are expected to decrease at a much lower rate. During the bear market, Spicy Entertainment is likely to outperform the market.

Spicy Entertainment correlation with market

correlation synergy
Good diversification
Overlapping area represents the amount of risk that can be diversified away by holding Spicy Entertainment And Media and equity matching DJI index in the same portfolio.

Spicy Entertainment Additional Risk Indicators

The analysis of various secondary risk indicators of Spicy Entertainment is one of the essential steps in making a buy or sell decision. The process involves identifying the amount of risk involved in Spicy Entertainment investment, and either accepting that risk or mitigating it. Along with some common measures of Spicy Entertainment 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 Performance(0.28)
Market Risk Adjusted Performance28.54
Mean Deviation0.177
Coefficient Of Variation(812.40)
Standard Deviation0.73
Variance0.5329
Information Ratio(0.56)

Spicy Entertainment 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.
LivePerson vs. Spicy Entertainment
Salesforce vs. Spicy Entertainment
Visa vs. Spicy Entertainment
MFA Financial vs. Spicy Entertainment
Vmware vs. Spicy Entertainment
GM vs. Spicy Entertainment
National Savings vs. Spicy Entertainment
Microsoft vs. Spicy Entertainment
Additionally, take a look at World Market Map. Please also try Price Exposure Probability module to analyze equity upside and downside potential for a given time horizon across multiple markets.
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