Trejhara Volatility

TS
TREJHARA -- India Stock  

INR 8.45  0.00  0.00%

Trejhara Solutions is unstable given 3 months investment horizon. Trejhara Solutions owns Efficiency Ratio (i.e. Sharpe Ratio) of 0.31, which indicates the firm had 0.31% of return per unit of risk over the last 3 months. Our standpoint towards measuring the volatility of a stock is to use Trejhara Solutions market data together with company specific technical indicators. We have analyze and collected data for twenty-one different technical indicators, which can help you to evaluate if expected returns of 2.81% are justified by taking the suggested risk. Use Trejhara Solutions coefficient of variation of (1,185), and risk adjusted performance of (0.15) to evaluate company specific risk that cannot be diversified away.

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

Trejhara Solutions Market Sensitivity And Downside Risk

Trejhara Solutions beta coefficient measures the volatility of Trejhara 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 Trejhara stock's returns against your selected market. In other words, Trejhara Solutions's beta of -0.7835 provides an investor with an approximation of how much risk Trejhara Solutions stock can potentially add to one of your existing portfolios. Let's try to break down what Trejhara's beta means in this case. As returns on the market increase, returns on owning Trejhara Solutions are expected to decrease at a much lower rate. During the bear market, Trejhara Solutions is likely to outperform the market.
3 Months Beta |Analyze Trejhara Solutions Demand Trend
Check current 30 days Trejhara Solutions correlation with market (DOW)
β

Current Trejhara Solutions Beta Coefficient

 = 

Trejhara Solutions Central Daily Price Deviations

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

Trejhara Solutions Volatility Analysis

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Trejhara Solutions Projected Return Density Against Market

Assuming the 30 trading days horizon, Trejhara Solutions Limited has a beta of -0.7835 . This usually implies as returns on benchmark increase, returns on holding Trejhara Solutions are expected to decrease at a much lower rate. During the bear market, however, Trejhara Solutions Limited 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 Trejhara Solutions or Trejhara Solutions Limited 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 Trejhara Solutions 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 Trejhara 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. Trejhara Solutions is significantly underperforming DOW.
 Predicted Return Density 
      Returns 

Trejhara Solutions 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 Trejhara Solutions or Trejhara Solutions Limited 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 Trejhara Solutions 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 Trejhara 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 Trejhara Solutions is 323.03. The daily returns are destributed with a variance of 82.2 and standard deviation of 9.07. The mean deviation of Trejhara Solutions Limited is currently at 6.81. For similar time horizon, the selected benchmark (DOW) has volatility of 1.83
α
Alpha over DOW
=-0.76
β
Beta against DOW=-0.78
σ
Overall volatility
=9.07
Ir
Information ratio =-0.1

Trejhara Solutions Return Volatility

Trejhara Solutions historical daily return volatility represents how much Trejhara Solutions stock's price daily returns swing around its mean daily price change - it is a statistical measure of its dispersion of returns. The enterprise accepts 9.0662% volatility on return distribution over the 30 days horizon. By contrast, DOW inherits 1.8384% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

About Trejhara Solutions Volatility

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

Trejhara Solutions Investment Opportunity

Trejhara Solutions Limited has a volatility of 9.07 and is 4.93 times more volatile than DOW. 79  of all equities and portfolios are less risky than Trejhara Solutions. Compared to the overall equity markets, volatility of historical daily returns of Trejhara Solutions Limited is higher than 79 () of all global equities and portfolios over the last 30 days. Use Trejhara Solutions Limited 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 Trejhara Solutions to be traded at 8.37 in 30 days. . Let's try to break down what Trejhara's beta means in this case. As returns on the market increase, returns on owning Trejhara Solutions are expected to decrease at a much lower rate. During the bear market, Trejhara Solutions is likely to outperform the market.

Trejhara Solutions correlation with market

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

Trejhara Solutions Additional Risk Indicators

The analysis of various secondary risk indicators of Trejhara Solutions is one of the essential steps in making a buy or sell decision. The process involves identifying the amount of risk involved in Trejhara Solutions investment, and either accepting that risk or mitigating it. Along with some common measures of Trejhara Solutions 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(0.15)
Market Risk Adjusted Performance1.14
Mean Deviation6.99
Coefficient Of Variation(1,185)
Standard Deviation10.38
Variance107.76
Information Ratio(0.10)

Trejhara Solutions 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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