BOI AXA (India) Risk Analysis And Volatility

110606 -- India Fund  

INR 32.14  0.30  0.92%

Our approach to 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 BOI AXA Equity Reg Bns which you can use to evaluate future volatility of the entity. Please confirm BOI AXA Equity Mean Deviation of 1.67 and Risk Adjusted Performance of (0.15) to double-check if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

BOI AXA Market Sensitivity

As returns on market increase, BOI AXA returns are expected to increase less than the market. However during bear market, the loss on holding BOI AXA will be expected to be smaller as well.
2 Months Beta |Analyze BOI AXA Equity Demand Trend
Check current 30 days BOI AXA correlation with market (DOW)
β = 0.0985

BOI AXA Central Daily Price Deviation

BOI AXA Equity Technical Analysis

Transformation
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BOI AXA Projected Return Density Against Market

Assuming 30 trading days horizon, BOI AXA has beta of 0.0985 . This suggests as returns on market go up, BOI AXA average returns are expected to increase less than the benchmark. However during bear market, the loss on holding BOI AXA Equity Reg Bns 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. BOI AXA Equity is significantly underperforming DOW.
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.24
β
Beta against DOW=0.1
σ
Overall volatility
=0.00
Ir
Information ratio =0.12

BOI AXA Return Volatility

the fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 1.9% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

BOI AXA Volatility Factors

60 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

60 Days Economic Sensitivity

Insignificant

Investment Outlook

BOI AXA Investment Opportunity

DOW has a standard deviation of returns of 1.9 and is 9.223372036854776E16 times more volatile than BOI AXA Equity Reg Bns. 0% 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 0 (%) of all global equities and portfolios over the last 30 days. Use BOI AXA Equity Reg Bns to protect your portfolios against small markets fluctuations. The fund experiences moderate downward daily trend and can be a good diversifier. Check odds of BOI AXA to be traded at 31.5 in 30 days. . As returns on market increase, BOI AXA returns are expected to increase less than the market. However during bear market, the loss on holding BOI AXA will be expected to be smaller as well.

BOI AXA correlation with market

correlation synergy
Significant 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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