Risk Analysis

SJVN Risk & Volatility Profile

Based on 734 days of price history. Factual statistics, no recommendations.

Annualised Volatility

48.5%

High volatility

Max Drawdown

-57.3%

424 days peak-to-trough

Beta vs Nifty

Return/Vol Ratio

0.66

Simple Sharpe proxy

Volatility Regime

High48.5% annualised

SJVN is above-average volatile. Expect larger daily swings than the broader market.

Drawdown History

Worst Drawdown

-57.3%

From Jul 24 to Mar 26
424 days of decline

Recovery

Not recovered

Still below the previous peak

Currently 49.1% below the 3-year high

Historical Returns

1 Month

+4.3%

3 Months

-1.9%

1 Year

-13.5%

3 Years

52-Week Range

₹63Range: 63%₹103

See DCF fair value for SJVN

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.