Birla Sun (India) Risk Analysis And Volatility Evaluation

Birla Sun is unknown risk given 1 month investment horizon. Birla Sun Life secures Sharpe Ratio (or Efficiency) of 0.7071 which signifies that Birla Sun Life had 0.7071% of return per unit of risk over the last 1 month. Our philosophy towards foreseeing volatility of a fund is to use Birla Sun Life market data together with company specific technical indicators. We found twenty-one different technical indicators which can help you to evaluate if expected returns of 2.3475% are justified by taking the suggested risk. Use Birla Sun Risk Adjusted Performance of 0.30 and Mean Deviation of 1.67 to evaluate company specific risk that cannot be diversified away.
Horizon     30 Days    Login   to change

Birla Sun Market Sensitivity

As returns on market increase, returns on owning Birla Sun are expected to decrease at a much smaller rate. During bear market, Birla Sun is likely to outperform the market.
One Month Beta |Analyze Birla Sun Life Demand Trend
Check current 30 days Birla Sun correlation with market (DOW)
β = -0.0315
Birla Sun Almost negative betaBirla Sun Life Beta Legend

Birla Sun Life Technical Analysis

Transformation
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Birla Sun Projected Return Density Against Market

Assuming 30 trading days horizon, Birla Sun Life Infrastructure Dir Gr has beta of -0.0315 . This suggests as returns on benchmark increase, returns on holding Birla Sun are expected to decrease at a much smaller rate. During bear market, however, Birla Sun Life Infrastructure Dir Gr is likely to outperform the market. Additionally, Birla Sun Life Infrastructure Dir Gr 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 
Assuming 30 trading days horizon, the coefficient of variation of Birla Sun is 141.42. The daily returns are destributed with a variance of 11.02 and standard deviation of 3.32. The mean deviation of Birla Sun Life Infrastructure Dir Gr is currently at 2.35. For similar time horizon, the selected benchmark (DOW) has volatility of 0.45
α
Alpha over DOW
=1.44
β
Beta against DOW=0.03
σ
Overall volatility
=3.32
Ir
Information ratio =0.77

Birla Sun Return Volatility

Birla Sun Life Infrastructure Dir Gr accepts 3.3199% volatility on return distribution over the 30 days horizon. DOW inherits 0.444% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Birla Sun Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity

Unaffected

Investment Outlook

Birla Sun Investment Opportunity

Birla Sun Life Infrastructure Dir Gr has a volatility of 3.32 and is 7.55 times more volatile than DOW. 30% of all equities and portfolios are less risky than Birla Sun. Compared to the overall equity markets, volatility of historical daily returns of Birla Sun Life Infrastructure Dir Gr is lower than 30 (%) of all global equities and portfolios over the last 30 days. Use Birla Sun Life Infrastructure Dir Gr to protect against small markets fluctuations. The fund experiences very speculative upward sentiment.. Check odds of Birla Sun to be traded at 0.0 in 30 days. As returns on market increase, returns on owning Birla Sun are expected to decrease at a much smaller rate. During bear market, Birla Sun is likely to outperform the market.

Birla Sun correlation with market

Good diversification
Overlapping area represents the amount of risk that can be diversified away by holding Birla Sun Life Infrastructure and equity matching DJI index in the same portfolio.

Birla Sun Volatility Indicators

Birla Sun Life Infrastructure Dir Gr Current Risk Indicators

Check also Trending Equities. Please also try Bollinger Bands module to use bollinger bands indicator to analyze target price for a given investing horizon.
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