Kotak Gilt (India) Risk Analysis And Volatility Evaluation

100280 -- India Fund  

INR 11.60  0.02  0.17%

We consider Kotak Gilt unknown risk. Kotak Gilt Investment has Sharpe Ratio of 0.5774 which conveys that Kotak Gilt Investment had 0.5774% of return per unit of risk over the last 1 month. Our philosophy towards estimating volatility of a fund is to use all available market data together with fund specific technical indicators that cannot be diversified away. We have found twenty-one technical indicators for Kotak Gilt which you can use to evaluate future volatility of the organization. Please verify Kotak Gilt Investment PF Reg Div to check out if risk estimate we provide are consistent with the epected return of 0.0576%.
Horizon     30 Days    Login   to change

Kotak Gilt Investment Technical Analysis

Transformation
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Kotak Gilt Projected Return Density Against Market

Assuming 30 trading days horizon, Kotak Gilt has beta of 0.0 . This suggests unless we do not have required data, the returns on DOW and Kotak Gilt are completely uncorrelated. Furthermore, Kotak Gilt Investment PF Reg DivIt does not look like Kotak Gilt alpha can have any bearing on the equity current valuation.
 Predicted Return Density 
      Returns 
Assuming 30 trading days horizon, the coefficient of variation of Kotak Gilt is 173.21. The daily returns are destributed with a variance of 0.01 and standard deviation of 0.1. The mean deviation of Kotak Gilt Investment PF Reg Div is currently at 0.08. For similar time horizon, the selected benchmark (DOW) has volatility of 1.24
α
Alpha over DOW
=0.00
β
Beta against DOW=0.00
σ
Overall volatility
=0.1
Ir
Information ratio =0.00

Kotak Gilt Return Volatility

Kotak Gilt Investment PF Reg Div accepts 0.0997% volatility on return distribution over the 30 days horizon. DOW inherits 1.3198% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Kotak Gilt Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity

Insignificant

Investment Outlook

Kotak Gilt Investment Opportunity

DOW has a standard deviation of returns of 1.32 and is 13.2 times more volatile than Kotak Gilt Investment PF Reg Div. 0% of all equities and portfolios are less risky than Kotak Gilt. Compared to the overall equity markets, volatility of historical daily returns of Kotak Gilt Investment PF Reg Div is lower than 0 (%) of all global equities and portfolios over the last 30 days.

Kotak Gilt Volatility Indicators

Kotak Gilt Investment PF Reg Div Current Risk Indicators

Check also Trending Equities. Please also try Price Exposure Probability module to analyze equity upside and downside potential for a given time horizon across multiple markets.
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