Sahara Growth (India) Risk Analysis And Volatility Evaluation

120289 -- India Fund  

INR 137.23  9.48  6.46%

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 Sahara Growth Dir Gr which you can use to evaluate future volatility of the fund. Please validate Sahara Growth Coefficient Of Variation of 2013.07 and Risk Adjusted Performance of 0.0322 to confirm if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

Sahara Growth Market Sensitivity

As returns on market increase, returns on owning Sahara Growth are expected to decrease at a much smaller rate. During bear market, Sahara Growth is likely to outperform the market.
One Month Beta |Analyze Sahara Growth Dir Demand Trend
Check current 30 days Sahara Growth correlation with market (DOW)
β = -0.1296

Sahara Growth Central Daily Price Deviation

Sahara Growth Dir Technical Analysis

Transformation
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Sahara Growth Projected Return Density Against Market

Assuming 30 trading days horizon, Sahara Growth Dir Gr has beta of -0.1296 . This suggests as returns on benchmark increase, returns on holding Sahara Growth are expected to decrease at a much smaller rate. During bear market, however, Sahara Growth Dir Gr is likely to outperform the market. Additionally, Sahara Growth Dir Gr has a negative alpha implying that the risk taken by holding this equity is not justified. The company is significantly underperforming DOW
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.0043
β
Beta against DOW=0.13
σ
Overall volatility
=0.00
Ir
Information ratio =0.26

Sahara Growth Return Volatility

Sahara Growth Dir Gr accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.1692% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Sahara Growth Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity

Insignificant

Investment Outlook

Sahara Growth Investment Opportunity

DOW has a standard deviation of returns of 1.17 and is 9.223372036854776E16 times more volatile than Sahara Growth Dir Gr. 0% of all equities and portfolios are less risky than Sahara Growth. Compared to the overall equity markets, volatility of historical daily returns of Sahara Growth Dir Gr is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use Sahara Growth Dir Gr to protect against small markets fluctuations. The fund experiences very speculative upward sentiment.. Check odds of Sahara Growth to be traded at 130.37 in 30 days. As returns on market increase, returns on owning Sahara Growth are expected to decrease at a much smaller rate. During bear market, Sahara Growth is likely to outperform the market.

Sahara Growth correlation with market

correlation synergy
Very good diversification
Overlapping area represents the amount of risk that can be diversified away by holding Sahara Growth Dir Gr and equity matching DJI index in the same portfolio.

Sahara Growth Volatility Indicators

Sahara Growth Dir Gr Current Risk Indicators

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