Birla Sun (India) Risk Analysis And Volatility

119620 -- India Fund  

INR 291.68  7.84  2.62%

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 Mid Cap Dir Gr which you can use to evaluate future volatility of the entity. Please confirm Birla Sun Life Risk Adjusted Performance of (0.07) and Mean Deviation of 0.9045 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.
2 Months Beta |Analyze Birla Sun Life Demand Trend
Check current 30 days Birla Sun correlation with market (DOW)
β = -0.0459

Birla Sun Central Daily Price Deviation

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 Mid Cap Dir Gr has beta of -0.0459 . 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 Mid Cap Dir Gr is likely to outperform the market. Additionally, The company has a negative alpha implying that the risk taken by holding this equity is not justified. Birla Sun Life is significantly underperforming DOW.
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.07
β
Beta against DOW=0.05
σ
Overall volatility
=0.00
Ir
Information ratio =0.09

Birla Sun Return Volatility

the fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 1.8419% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Birla Sun Volatility Factors

60 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

60 Days Economic Sensitivity

Insignificant

Investment Outlook

Birla Sun Investment Opportunity

DOW has a standard deviation of returns of 1.84 and is 9.223372036854776E16 times more volatile than Birla Sun Life Mid Cap 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 Mid Cap Dir Gr is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use Birla Sun Life Mid Cap Dir Gr to protect your portfolios against small markets fluctuations. The fund experiences unexpected downward movement. The market is reacting to new fundamentals. Check odds of Birla Sun to be traded at 280.01 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
Good diversification
Overlapping area represents the amount of risk that can be diversified away by holding Birla Sun Life Mid Cap Dir Gr and equity matching DJI index in the same portfolio.

Birla Sun Volatility Indicators

Birla Sun Life Mid Cap Dir Gr Current Risk Indicators

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