Sundaram Growth (India) Risk Analysis And Volatility

Our philosophy towards measuring 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 Sundaram Growth Dir Gr which you can use to evaluate future volatility of the fund. Please validate Sundaram Growth to confirm if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

Sundaram Growth Dir Technical Analysis

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Sundaram Growth Projected Return Density Against Market

Assuming 30 trading days horizon, Sundaram Growth has beta of 0.0 . This suggests the returns on DOW and Sundaram Growth 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 Sundaram Growth is 0.0. The daily returns are destributed with a variance of 0.0 and standard deviation of 0.0. The mean deviation of Sundaram Growth Dir Gr is currently at 0.0. For similar time horizon, the selected benchmark (DOW) has volatility of 0.7
α
Alpha over DOW
=0.00
β
Beta against DOW=0.00
σ
Overall volatility
=0.00
Ir
Information ratio =0.00

Sundaram Growth Return Volatility

the fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 0.6518% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Sundaram Growth Investment Opportunity

DOW has a standard deviation of returns of 0.65 and is 9.223372036854776E16 times more volatile than Sundaram Growth Dir Gr. 0% of all equities and portfolios are less risky than Sundaram Growth. Compared to the overall equity markets, volatility of historical daily returns of Sundaram Growth Dir Gr is lower than 0 (%) of all global equities and portfolios over the last 30 days.

Sundaram Growth Current Risk Indicators

Sundaram Growth Suggested Diversification Pairs

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