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 Classic which you can use to evaluate future volatility of the organization. Please verify Kotak Classic Equity Reg Div Risk Adjusted Performance of
(0.88) and Mean Deviation of 3.14 to check out if risk estimate we provide are consistent with the epected return of 0.0%.
|Horizon||30 Days Login to change|
Kotak Classic Market Sensitivity
|As returns on market increase, returns on owning Kotak Classic are expected to decrease at a much smaller rate. During bear market, Kotak Classic is likely to outperform the market. 2 Months Beta |Analyze Kotak Classic Equity Demand TrendCheck current 30 days Kotak Classic correlation with market (DOW)|
β = -0.2035
Kotak Classic Central Daily Price Deviation
Kotak Classic Equity Technical Analysis
We are not able to run technical analysis function on this symbol. We either do not have that equity or its historical data is not available at this time. Please try again later.
Kotak Classic Projected Return Density Against MarketAssuming 30 trading days horizon, Kotak Classic Equity Reg Div has beta of -0.2035 . This suggests as returns on benchmark increase, returns on holding Kotak Classic are expected to decrease at a much smaller rate. During bear market, however, Kotak Classic Equity Reg Div is likely to outperform the market. Additionally, The company has a negative alpha implying that the risk taken by holding this equity is not justified. Kotak Classic Equity is significantly underperforming DOW.
Predicted Return Density
|Alpha over DOW||=||2.12|
|Beta against DOW||=||0.2|
Kotak Classic Return Volatilitythe fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 1.9214% risk (volatility on return distribution) over the 30 days horizon.
DOW has a standard deviation of returns of 1.92 and is 9.223372036854776E16 times more volatile than Kotak Classic Equity Reg Div. 0% of all equities and portfolios are less risky than Kotak Classic. Compared to the overall equity markets, volatility of historical daily returns of Kotak Classic Equity Reg Div is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use Kotak Classic Equity Reg Div to protect your portfolios against small markets fluctuations. The fund experiences very speculative upward sentiment. Check odds of Kotak Classic to be traded at 0.0 in 30 days. . As returns on market increase, returns on owning Kotak Classic are expected to decrease at a much smaller rate. During bear market, Kotak Classic is likely to outperform the market.
Kotak Classic correlation with market