Tata ST (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 Tata ST Bond Dir Gr which you can use to evaluate future volatility of the fund. Please validate Tata ST to confirm if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

Tata ST Bond Technical Analysis

Transformation
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Tata ST Projected Return Density Against Market

Assuming 30 trading days horizon, Tata ST has beta of 0.0 . This suggests the returns on DOW and Tata ST do not appear to be sensitive. Furthermore, It does not look like the company alpha can have any bearing on the equity current valuation.
α
Alpha over DOW
=0.00
β
Beta against DOW=0.00
σ
Overall volatility
=0.00
Ir
Information ratio =0.00

Tata ST Return Volatility

the fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 1.8776% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

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Investment Outlook

Tata ST Investment Opportunity

DOW has a standard deviation of returns of 1.88 and is 9.223372036854776E16 times more volatile than Tata ST Bond Dir Gr. 0% of all equities and portfolios are less risky than Tata ST. Compared to the overall equity markets, volatility of historical daily returns of Tata ST Bond Dir Gr is lower than 0 (%) of all global equities and portfolios over the last 30 days.

Tata ST Volatility Indicators

Tata ST Bond Dir Gr Current Risk Indicators

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