Kotak Infra (India) Risk Analysis And Volatility

Our philosophy towards estimating 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 Kotak Infra which you can use to evaluate future volatility of the organization. Please verify Kotak Infra Econ Reform Dir Gr to check out if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

Kotak Infra Econ Technical Analysis

Transformation
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Kotak Infra Projected Return Density Against Market

Assuming 30 trading days horizon, Kotak Infra has beta of 0.0 . This suggests the returns on DOW and Kotak Infra do not appear to be sensitive. Furthermore, It does not look like the company alpha can have any bearing on the equity current valuation.
Assuming 30 trading days horizon, the coefficient of variation of Kotak Infra is 0.0. The daily returns are destributed with a variance of 0.0 and standard deviation of 0.0. The mean deviation of Kotak Infra Econ Reform Dir Gr is currently at 0.0. For similar time horizon, the selected benchmark (DOW) has volatility of 0.79
α
Alpha over DOW
=0.00
β
Beta against DOW=0.00
σ
Overall volatility
=0.00
Ir
Information ratio =0.00

Kotak Infra Return Volatility

the fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 0.8035% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Kotak Infra Investment Opportunity

DOW has a standard deviation of returns of 0.8 and is 9.223372036854776E16 times more volatile than Kotak Infra Econ Reform Dir Gr. 0% of all equities and portfolios are less risky than Kotak Infra. Compared to the overall equity markets, volatility of historical daily returns of Kotak Infra Econ Reform Dir Gr is lower than 0 (%) of all global equities and portfolios over the last 30 days.

Kotak Infra Current Risk Indicators

Kotak Infra Suggested Diversification Pairs

See also Trending Equities. Please also try Efficient Frontier module to plot and analyze your portfolio and positions against risk-return landscape of the market..
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