S N Financials

S N's systematic risk plays a vital role in portfolio allocation when considering its stock to be added to a well-diversified portfolio. S N volatility which cannot be eliminated through diversification, requires returns over the risk-free rate. Over the long run, a well-diversified portfolio provides returns that match its exposure to systematic risk. In this case, investors face a trade-off between expected returns and systematic risk and, therefore, can only reduce a portfolio's exposure to systematic risk by sacrificing expected returns on the portfolio.

The output start index for this execution was fourteen with a total number of output elements of fourty-seven. The Beta measures systematic risk based on how returns on S N Nuclearele correlated with the market. If Beta is less than 0 S N generally moves in the opposite direction as compared to the market. If S N Beta is about zero movement of price series is uncorrelated with the movement of the benchmark. if Beta is between zero and one S N Nuclearele is generally moves in the same direction as, but less than the movement of the market. For Beta = 1 movement of S N is generally in the same direction as the market. If Beta > 1 S N moves generally in the same direction as, but more than the movement of the benchmark.