In order to analyze and compare market in the last decades- after the 1987 market crash and 2008 financial crisis in manufacturing trading industry-the empirical research is brought forward to daily industrial indices of market sales volatility using distortion measures fluctuation analysis. This work measures the market risk by calculating the distortion strategy using the survival function of Turkey Lambda distribution and true reliability dimension which can directly dictate roughness of the logarithmic returns. Our distortion analysis uses mined data from unilever trading industry Nigeria as a case study to optimize and re-optimize risk. According to the result; the largest fluctuation transaction execution and appraisal are frequent in distortion measure volatility and non-distortion (true reliability rate) market volatility is larger than distortion market volatility.
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