104345 (India) Risk Analysis And Volatility

Our way in which we are 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 104345 which you can use to evaluate future volatility of the entity. Please confirm 104345 to double-check if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

104345 Technical Analysis

Transformation
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104345 Projected Return Density Against Market

Assuming 30 trading days horizon, 104345 has beta of 0.0 . This suggests the returns on DOW and 104345 do not appear to be sensitive. Furthermore, It does not look like the company alpha can have any bearing on the equity current valuation.
 Predicted Return Density 
      Returns 
Assuming 30 trading days horizon, the coefficient of variation of 104345 is 0.0. The daily returns are destributed with a variance of 0.0 and standard deviation of 0.0. The mean deviation of 104345 is currently at 0.0. For similar time horizon, the selected benchmark (DOW) has volatility of 1.79
α
Alpha over DOW
=0.00
β
Beta against DOW=0.00
σ
Overall volatility
=0.00
Ir
Information ratio =0.00

104345 Return Volatility

the fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 1.9256% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

104345 Volatility Factors

60 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

60 Days Economic Sensitivity

Insignificant

Investment Outlook

104345 Investment Opportunity

DOW has a standard deviation of returns of 1.93 and is 9.223372036854776E16 times more volatile than 104345. 0% of all equities and portfolios are less risky than 104345. Compared to the overall equity markets, volatility of historical daily returns of 104345 is lower than 0 (%) of all global equities and portfolios over the last 30 days.

104345 Volatility Indicators

104345 Current Risk Indicators

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