|Horizon||30 Days Login to change|
Birla Sun Market Sensitivity
Birla Sun Life Technical Analysis
Birla Sun Projected Return Density Against MarketAssuming 30 trading days horizon, Birla Sun has beta of 0.3819 . This suggests as returns on market go up, Birla Sun average returns are expected to increase less than the benchmark. However during bear market, the loss on holding Birla Sun Life Mid Cap Dir Gr will be expected to be much smaller as well. Moreover, Birla Sun Life Mid Cap Dir Gr has an alpha of 0.2059 implying that it can potentially generate 0.2059% excess return over DOW after adjusting for the inherited market risk (beta).
Birla Sun Return VolatilityBirla Sun Life Mid Cap Dir Gr accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.2677% risk (volatility on return distribution) over the 30 days horizon.