Birla Sun (India) Risk Analysis And Volatility Evaluation

119528 -- India Fund  

INR 221.13  9.24  4.01%

Our philosophy towards 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 Birla Sun Life Frontline Equity Dir Gr which you can use to evaluate future volatility of the entity. Please confirm Birla Sun Life Risk Adjusted Performance of 0.2807 and Mean Deviation of 0.2844 to double-check if risk estimate we provide are consistent with the epected return of 0.0%.
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 = -0.1649

Birla Sun Central Daily Price Deviation

Birla Sun Life Technical Analysis

Transformation
We are not able to run technical analysis function on this symbol. We either do not have that equity or its historical data is not available at this time. Please try again later.

Birla Sun Projected Return Density Against Market

Assuming 30 trading days horizon, Birla Sun Life Frontline Equity Dir Gr has beta of -0.1649 . 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 Frontline Equity Dir Gr is likely to outperform the market. Moreover, Birla Sun Life Frontline Equity Dir Gr has an alpha of 0.1093 implying that it can potentially generate 0.1093% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.11
β
Beta against DOW=0.16
σ
Overall volatility
=0.00
Ir
Information ratio =0.36

Birla Sun Return Volatility

Birla Sun Life Frontline Equity Dir Gr accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.222% 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

Insignificant

Investment Outlook

Birla Sun Investment Opportunity

DOW has a standard deviation of returns of 1.22 and is 9.223372036854776E16 times more volatile than Birla Sun Life Frontline Equity Dir Gr. 0% 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 Frontline Equity Dir Gr is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use Birla Sun Life Frontline Equity Dir Gr to protect against small markets fluctuations. The fund experiences very speculative upward sentiment.. Check odds of Birla Sun to be traded at 210.07 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

correlation synergy
Very good diversification
Overlapping area represents the amount of risk that can be diversified away by holding Birla Sun Life Frontline Equit and equity matching DJI index in the same portfolio.

Birla Sun Volatility Indicators

Birla Sun Life Frontline Equity 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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