Birla Sun (India) Risk Analysis And Volatility

131737 -- India Fund  

INR 33.68  0.00  0.00%

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 Tax Saving Div which you can use to evaluate future volatility of the entity. Please confirm Birla Sun Life 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 Life Technical Analysis

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Birla Sun Projected Return Density Against Market

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

Birla Sun Return Volatility

the fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 1.8736% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 

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


Investment Outlook

Birla Sun Investment Opportunity

DOW has a standard deviation of returns of 1.87 and is 9.223372036854776E16 times more volatile than Birla Sun Life Tax Saving Div. 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 Tax Saving Div is lower than 0 (%) of all global equities and portfolios over the last 30 days.

Birla Sun Volatility Indicators

Birla Sun Life Tax Saving Div Current Risk Indicators

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