Risk Analysis

GLENMARK Risk & Volatility Profile

Based on 736 days of price history. Factual statistics, no recommendations.

Annualised Volatility

31.4%

Moderate volatility

Max Drawdown

-29.7%

96 days peak-to-trough

Beta vs Nifty

Return/Vol Ratio

2.09

Simple Sharpe proxy

Volatility Regime

Moderate31.4% annualised

GLENMARK has moderate volatility consistent with a typical Indian equity.

Drawdown History

Worst Drawdown

-29.7%

From Oct 24 to Feb 25
96 days of decline

Recovery

84 days

Time from trough back to previous peak

Currently 1.4% below the 3-year high

Historical Returns

1 Month

-0.7%

3 Months

+11.6%

1 Year

+55.8%

3 Years

52-Week Range

₹1,339Range: 70%₹2,273

See DCF fair value for GLENMARK

Combine risk profile with intrinsic value estimate.

See Fair Value →

Risk statistics computed from historical price data. Past volatility does not predict future risk. YieldIQ is not registered with SEBI as an investment adviser.