BOI AXA (India) Risk Analysis And Volatility Evaluation

110606 -- India Fund  

INR 37.99  2.39  6.71%

BOI AXA is unknown risk given 1 month investment horizon. BOI AXA Equity secures Sharpe Ratio (or Efficiency) of 0.5774 which signifies that BOI AXA Equity had 0.5774% of return per unit of return volatility over the last 1 month. Our approach to foreseeing volatility of a fund is to use BOI AXA Equity market data together with company specific technical indicators. We found twenty-one different technical indicators which can help you to evaluate if expected returns of 2.2378% are justified by taking the suggested risk. Use BOI AXA Semi Deviation of 1.37, Risk Adjusted Performance of 0.0219 and Mean Deviation of 1.35 to evaluate company specific risk that cannot be diversified away.
Horizon     30 Days    Login   to change

BOI AXA Market Sensitivity

One Month Beta |Analyze BOI AXA Equity Demand Trend
Check current 30 days BOI AXA correlation with market (DOW)
β = -0.9663
BOI AXA llmost one BetaBOI AXA Equity Beta Legend

BOI AXA 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.

BOI AXA Projected Return Density Against Market

Assuming 30 trading days horizon, BOI AXA Equity Reg Bns has beta of -0.9663 . This suggests Moreover, BOI AXA Equity Reg Bns has an alpha of 0.23 implying that it can potentially generate 0.23% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
Assuming 30 trading days horizon, the coefficient of variation of BOI AXA is 173.21. The daily returns are destributed with a variance of 15.02 and standard deviation of 3.88. The mean deviation of BOI AXA Equity Reg Bns is currently at 2.98. For similar time horizon, the selected benchmark (DOW) has volatility of 0.45
Alpha over DOW
Beta against DOW=0.97
Overall volatility
Information ratio =0.04

BOI AXA Return Volatility

BOI AXA Equity Reg Bns accepts 3.876% volatility on return distribution over the 30 days horizon. DOW inherits 0.4168% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 

Market Risk Breakdown

BOI AXA Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity


Investment Outlook

BOI AXA Investment Opportunity

BOI AXA Equity Reg Bns has a volatility of 3.88 and is 9.24 times more volatile than DOW. 35% of all equities and portfolios are less risky than BOI AXA. Compared to the overall equity markets, volatility of historical daily returns of BOI AXA Equity Reg Bns is lower than 35 (%) of all global equities and portfolios over the last 30 days. Use BOI AXA Equity Reg Bns to enhance returns of your portfolios. The fund experiences very speculative upward sentiment.. Check odds of BOI AXA to be traded at 47.49 in 30 days.

BOI AXA correlation with market

Good diversification
Overlapping area represents the amount of risk that can be diversified away by holding BOI AXA Equity Reg Bns and equity matching DJI index in the same portfolio.

BOI AXA Volatility Indicators

BOI AXA Equity Reg Bns Current Risk Indicators

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