BOI AXA (India) Risk Analysis And Volatility Evaluation

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 0.13 and Mean Deviation of 0.0603 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 Market Sensitivity

As returns on market increase, BOI AXA returns are expected to increase less than the market. However during bear market, the loss on holding BOI AXA will be expected to be smaller as well.
One Month Beta |Analyze BOI AXA Liquid Demand Trend
Check current 30 days BOI AXA correlation with market (DOW)
β = 0.0137
BOI AXA Small BetaBOI AXA Liquid Beta Legend

BOI AXA Liquid Technical Analysis

Transformation
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BOI AXA Projected Return Density Against Market

Assuming 30 trading days horizon, BOI AXA has beta of 0.0137 . This suggests as returns on market go up, BOI AXA average returns are expected to increase less than the benchmark. However during bear market, the loss on holding BOI AXA Liquid Dir Wk Div will be expected to be much smaller as well. Additionally, BOI AXA Liquid Dir Wk 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
=0.04
β
Beta against DOW=0.0137
σ
Overall volatility
=0.00
Ir
Information ratio =1.34

BOI AXA Return Volatility

BOI AXA Liquid Dir Wk 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

BOI AXA Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity

Unaffected

Investment Outlook

BOI AXA Investment Opportunity

DOW has a standard deviation of returns of 0.39 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 protect against small markets fluctuations. The fund experiences very speculative upward sentiment.. Check odds of BOI AXA to be traded at 0.0 in 30 days. As returns on market increase, BOI AXA returns are expected to increase less than the market. However during bear market, the loss on holding BOI AXA will be expected to be smaller as well.

BOI AXA correlation with market

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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