116044 (India) Risk Analysis And Volatility

116044 -- India Fund  

INR 1,485  0.00  0.00%

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 116044 which you can use to evaluate future volatility of the entity. Please confirm 116044 Coefficient Of Variation of (331.66) to double-check if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

116044 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.

116044 Projected Return Density Against Market

Assuming 30 trading days horizon, 116044 has beta of 0.0 . This suggests the returns on DOW and 116044 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 
Alpha over DOW
Beta against DOW=0.00
Overall volatility
Information ratio =22,350

116044 Return Volatility

the fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 1.9997% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 

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Investment Outlook

116044 Investment Opportunity

DOW has a standard deviation of returns of 2.0 and is 9.223372036854776E16 times more volatile than 116044. 0% of all equities and portfolios are less risky than 116044. Compared to the overall equity markets, volatility of historical daily returns of 116044 is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use 116044 to protect your portfolios against small markets fluctuations. The fund experiences normal downward trend, but the immediate impact on correlations cannot be determined at the moment . Check odds of 116044 to be traded at 1470.08 in 30 days. . The returns on DOW and 116044 are completely uncorrelated.

116044 correlation with market

correlation synergy
Average diversification
Overlapping area represents the amount of risk that can be diversified away by holding 116044 and equity matching DJI index in the same portfolio.

116044 Volatility Indicators

116044 Current Risk Indicators

Check also Trending Equities. Please also try Price Transformation module to use price transformation models to analyze depth of different equity instruments across global markets.
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