|Horizon||30 Days Login to change|
Indiabulls UST Market Sensitivity
|As returns on market increase, returns on owning Indiabulls UST are expected to decrease at a much smaller rate. During bear market, Indiabulls UST is likely to outperform the market.One Month Beta |Analyze Indiabulls UST Dir Demand TrendCheck current 30 days Indiabulls UST correlation with market (DOW)|
β = -0.0021
Indiabulls UST Dir Technical Analysis
Indiabulls UST Projected Return Density Against MarketAssuming 30 trading days horizon, Indiabulls UST Dir Fr Div has beta of -0.0021 . This suggests as returns on benchmark increase, returns on holding Indiabulls UST are expected to decrease at a much smaller rate. During bear market, however, Indiabulls UST Dir Fr Div is likely to outperform the market. Additionally, Indiabulls UST Dir Fr 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
Indiabulls UST Return VolatilityIndiabulls UST Dir Fr 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.