Kotak Gilt (India) Risk Analysis And Volatility

100280 -- India Fund  

INR 11.76  0.01  0.09%

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 Risk Adjusted Performance of (0.16) and Mean Deviation of 0.1078 to check out if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

Kotak Gilt Market Sensitivity

As returns on market increase, Kotak Gilt returns are expected to increase less than the market. However during bear market, the loss on holding Kotak Gilt will be expected to be smaller as well.
2 Months Beta |Analyze Kotak Gilt Investment Demand Trend
Check current 30 days Kotak Gilt correlation with market (DOW)
β = 0.0259

Kotak Gilt Central Daily Price Deviation

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 0.0259 . This suggests as returns on market go up, Kotak Gilt average returns are expected to increase less than the benchmark. However during bear market, the loss on holding Kotak Gilt Investment PF Reg Div will be expected to be much smaller as well. Additionally, The company has a negative alpha implying that the risk taken by holding this equity is not justified. Kotak Gilt Investment is significantly underperforming DOW.
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.03
β
Beta against DOW=0.0259
σ
Overall volatility
=0.00
Ir
Information ratio =0.38

Kotak Gilt Return Volatility

the fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 1.8736% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Kotak Gilt Volatility Factors

60 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

60 Days Economic Sensitivity

Insignificant

Investment Outlook

Kotak Gilt Investment Opportunity

DOW has a standard deviation of returns of 1.87 and is 9.223372036854776E16 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. Use Kotak Gilt Investment PF Reg Div to enhance returns of your portfolios. The fund experiences normal upward fluctuation. Check odds of Kotak Gilt to be traded at 12.35 in 30 days. . As returns on market increase, Kotak Gilt returns are expected to increase less than the market. However during bear market, the loss on holding Kotak Gilt will be expected to be smaller as well.

Kotak Gilt correlation with market

correlation synergy
Average diversification
Overlapping area represents the amount of risk that can be diversified away by holding Kotak Gilt Investment PF Reg D and equity matching DJI index in the same portfolio.

Kotak Gilt Volatility Indicators

Kotak Gilt Investment PF Reg Div Current Risk Indicators

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