Motilal Oswal (India) Risk Analysis And Volatility Evaluation

124312 -- India Fund  

INR 9.97  0.00  0.00%

Our philosophy towards estimating 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 Motilal Oswal which you can use to evaluate future volatility of the organization. Please verify Motilal Oswal MOSt Ultra ST Dir Qtr Div Mean Deviation of 0.0715 and Risk Adjusted Performance of 0.2637 to check out if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

Motilal Oswal Market Sensitivity

As returns on market increase, returns on owning Motilal Oswal are expected to decrease at a much smaller rate. During bear market, Motilal Oswal is likely to outperform the market.
One Month Beta |Analyze Motilal Oswal MOSt Demand Trend
Check current 30 days Motilal Oswal correlation with market (DOW)
β = -0.058
Motilal Oswal Almost negative betaMotilal Oswal MOSt Beta Legend

Motilal Oswal MOSt Technical Analysis

Transformation
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Motilal Oswal Projected Return Density Against Market

Assuming 30 trading days horizon, Motilal Oswal MOSt Ultra ST Dir Qtr Div has beta of -0.058 . This suggests as returns on benchmark increase, returns on holding Motilal Oswal are expected to decrease at a much smaller rate. During bear market, however, Motilal Oswal MOSt Ultra ST Dir Qtr Div is likely to outperform the market. Moreover, Motilal Oswal MOSt Ultra ST Dir Qtr Div has an alpha of 0.0592 implying that it can potentially generate 0.0592% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.06
β
Beta against DOW=0.06
σ
Overall volatility
=0.00
Ir
Information ratio =1.31

Motilal Oswal Return Volatility

Motilal Oswal MOSt Ultra ST Dir Qtr Div accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 0.4208% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Motilal Oswal Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity

Unaffected

Investment Outlook

Motilal Oswal Investment Opportunity

DOW has a standard deviation of returns of 0.42 and is 9.223372036854776E16 times more volatile than Motilal Oswal MOSt Ultra ST Dir Qtr Div. 0% of all equities and portfolios are less risky than Motilal Oswal. Compared to the overall equity markets, volatility of historical daily returns of Motilal Oswal MOSt Ultra ST Dir Qtr Div is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use Motilal Oswal MOSt Ultra ST Dir Qtr Div to protect against small markets fluctuations. The fund experiences normal downward trend, but the immediate impact on correlations cannot be determined at the moment . Check odds of Motilal Oswal to be traded at 9.87 in 30 days. As returns on market increase, returns on owning Motilal Oswal are expected to decrease at a much smaller rate. During bear market, Motilal Oswal is likely to outperform the market.

Motilal Oswal correlation with market

Very good diversification
Overlapping area represents the amount of risk that can be diversified away by holding Motilal Oswal MOSt Ultra ST Di and equity matching DJI index in the same portfolio.

Motilal Oswal Volatility Indicators

Motilal Oswal MOSt Ultra ST Dir Qtr Div Current Risk Indicators

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