Canara Robeco (India) Risk Analysis And Volatility Evaluation

100597 -- India Fund  

INR 47.98  0.10  0.21%

We consider Canara Robeco unknown risk. Canara Robeco Gilt secures Sharpe Ratio (or Efficiency) of 0.5774 which signifies that Canara Robeco Gilt had 0.5774% of return per unit of risk over the last 1 month. Our philosophy towards foreseeing 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 Canara Robeco Gilt PGS Reg Gr which you can use to evaluate future volatility of the entity. Please confirm Canara Robeco Gilt to double-check if risk estimate we provide are consistent with the epected return of 0.0696%.
Horizon     30 Days    Login   to change

Canara Robeco Gilt Technical Analysis

Transformation
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Canara Robeco Projected Return Density Against Market

Assuming 30 trading days horizon, Canara Robeco has beta of 0.0 . This suggests unless we do not have required data, the returns on DOW and Canara Robeco are completely uncorrelated. Furthermore, Canara Robeco Gilt PGS Reg GrIt does not look like Canara Robeco alpha can have any bearing on the equity current valuation.
 Predicted Return Density 
      Returns 
Assuming 30 trading days horizon, the coefficient of variation of Canara Robeco is 173.21. The daily returns are destributed with a variance of 0.01 and standard deviation of 0.12. The mean deviation of Canara Robeco Gilt PGS Reg Gr is currently at 0.09. For similar time horizon, the selected benchmark (DOW) has volatility of 0.45
α
Alpha over DOW
=0.00
β
Beta against DOW=0.00
σ
Overall volatility
=0.12
Ir
Information ratio =0.00

Canara Robeco Return Volatility

Canara Robeco Gilt PGS Reg Gr accepts 0.1206% volatility on return distribution over the 30 days horizon. DOW inherits 0.4487% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Canara Robeco Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity

Unaffected

Investment Outlook

Canara Robeco Investment Opportunity

DOW has a standard deviation of returns of 0.45 and is 3.75 times more volatile than Canara Robeco Gilt PGS Reg Gr. 1% of all equities and portfolios are less risky than Canara Robeco. Compared to the overall equity markets, volatility of historical daily returns of Canara Robeco Gilt PGS Reg Gr is lower than 1 (%) of all global equities and portfolios over the last 30 days.

Canara Robeco Volatility Indicators

Canara Robeco Gilt PGS Reg Gr Current Risk Indicators

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