132120 (India) Risk Analysis And Volatility Evaluation

132120 -- India Fund  

INR 6.87  0.00  0.00%

Our way in which we are 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 132120 which you can use to evaluate future volatility of the entity. Please confirm 132120 to double-check if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

132120 Technical Analysis

Transformation
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132120 Projected Return Density Against Market

Assuming 30 trading days horizon, 132120 has beta of 0.0 . This suggests unless we do not have required data, the returns on DOW and 132120 are completely uncorrelated. Furthermore, 132120It does not look like 132120 alpha can have any bearing on the equity current valuation.
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.00
β
Beta against DOW=0.00
σ
Overall volatility
=0.00
Ir
Information ratio =0.00

132120 Return Volatility

132120 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

132120 Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity

Unaffected

Investment Outlook

132120 Investment Opportunity

DOW has a standard deviation of returns of 0.42 and is 9.223372036854776E16 times more volatile than 132120. 0% of all equities and portfolios are less risky than 132120. Compared to the overall equity markets, volatility of historical daily returns of 132120 is lower than 0 (%) of all global equities and portfolios over the last 30 days.

132120 Volatility Indicators

132120 Current Risk Indicators

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