BOI AXA (India) Risk Analysis And Volatility

119370 -- India Fund  

INR 1,063  0.65  0.06%

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 Liquid Dir Wk Div which you can use to evaluate future volatility of the entity. Please confirm BOI AXA Liquid Risk Adjusted Performance of (0.36) and Mean Deviation of 0.0966 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 Liquid Technical Analysis

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BOI AXA Projected Return Density Against Market

Assuming 30 trading days horizon, BOI AXA has beta of 0.0 . This suggests the returns on DOW and BOI AXA 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 =0.69

BOI AXA Return Volatility

the fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 1.8736% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 

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


Investment Outlook

BOI AXA Investment Opportunity

DOW has a standard deviation of returns of 1.87 and is 9.223372036854776E16 times more volatile than BOI AXA Liquid Dir Wk Div. 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 Liquid Dir Wk Div is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use BOI AXA Liquid Dir Wk Div to enhance returns of your portfolios. The fund experiences normal upward fluctuation. Check odds of BOI AXA to be traded at 1116.08 in 30 days. . The returns on DOW and BOI AXA are completely uncorrelated.

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 Liquid Dir Wk Div and equity matching DJI index in the same portfolio.

BOI AXA Volatility Indicators

BOI AXA Liquid Dir Wk Div Current Risk Indicators

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