Invesco India (India) Risk Analysis And Volatility Evaluation

112888 -- India Fund  

INR 1,166  0.86  0.07%

Our philosophy towards determining 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 Invesco India MIP which you can use to evaluate future volatility of the entity. Please check out Invesco India Market Risk Adjusted Performance of 0.92 and Risk Adjusted Performance of 0.23 to validate if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

Invesco India Market Sensitivity

As returns on market increase, Invesco India returns are expected to increase less than the market. However during bear market, the loss on holding Invesco India will be expected to be smaller as well.
One Month Beta |Analyze Invesco India MIP Demand Trend
Check current 30 days Invesco India correlation with market (DOW)
β = 0.387
Invesco India Small BetaInvesco India MIP Beta Legend

Invesco India MIP Technical Analysis

Transformation
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.

Invesco India Projected Return Density Against Market

Assuming 30 trading days horizon, Invesco India has beta of 0.387 . This suggests as returns on market go up, Invesco India average returns are expected to increase less than the benchmark. However during bear market, the loss on holding Invesco India MIP Plus Div will be expected to be much smaller as well. Additionally, Invesco India MIP Plus Div has a negative alpha implying that the risk taken by holding this equity is not justified. The company is significantly underperforming DOW
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.39
β
Beta against DOW=0.39
σ
Overall volatility
=0.00
Ir
Information ratio =0.8

Invesco India Return Volatility

Invesco India MIP Plus Div accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 0.389% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Invesco India Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity

Unaffected

Investment Outlook

Invesco India Investment Opportunity

DOW has a standard deviation of returns of 0.39 and is 9.223372036854776E16 times more volatile than Invesco India MIP Plus Div. 0% of all equities and portfolios are less risky than Invesco India. Compared to the overall equity markets, volatility of historical daily returns of Invesco India MIP Plus Div is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use Invesco India MIP Plus Div to enhance returns of your portfolios. The fund experiences normal upward fluctuation. Check odds of Invesco India to be traded at 1224.24 in 30 days. As returns on market increase, Invesco India returns are expected to increase less than the market. However during bear market, the loss on holding Invesco India will be expected to be smaller as well.

Invesco India correlation with market

Weak diversification
Overlapping area represents the amount of risk that can be diversified away by holding Invesco India MIP Plus Div and equity matching DJI index in the same portfolio.

Invesco India Volatility Indicators

Invesco India MIP Plus Div Current Risk Indicators

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