Baroda Pioneer (India) Risk Analysis And Volatility Evaluation

BOBGROWTHACC -- India Fund  

INR 101.09  1.32  1.29%

Macroaxis considers Baroda Pioneer to be unknown risk. Baroda Pioneer Growth secures Sharpe Ratio (or Efficiency) of -0.5774 which signifies that Baroda Pioneer Growth had -0.5774% of return per unit of risk over the last 1 month. Macroaxis philosophy towards foreseeing risk of any fund is to look at both systematic and un-systematic factors of the business, including all available market data and technical indicators. Baroda Pioneer Growth A Gr exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to confirm Baroda Pioneer Growth to double-check risk estimate we provide.
Horizon     30 Days    Login   to change

Baroda Pioneer Growth Technical Analysis

Transformation
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Baroda Pioneer Projected Return Density Against Market

Assuming 30 trading days horizon, Baroda Pioneer has beta of 0.0 . This suggests unless we do not have required data, the returns on DOW and Baroda Pioneer are completely uncorrelated. Furthermore, Baroda Pioneer Growth A GrIt does not look like Baroda Pioneer alpha can have any bearing on the equity current valuation.
 Predicted Return Density 
      Returns 
Assuming 30 trading days horizon, the coefficient of variation of Baroda Pioneer is -173.21. The daily returns are destributed with a variance of 0.41 and standard deviation of 0.64. The mean deviation of Baroda Pioneer Growth A Gr is currently at 0.5. For similar time horizon, the selected benchmark (DOW) has volatility of 0.38
α
Alpha over DOW
=0.00
β
Beta against DOW=0.00
σ
Overall volatility
=0.64
Ir
Information ratio =0.00

Baroda Pioneer Return Volatility

Baroda Pioneer Growth A Gr accepts 0.6438% volatility on return distribution over the 30 days horizon. DOW inherits 0.389% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Baroda Pioneer Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity

Unaffected

Investment Outlook

Baroda Pioneer Investment Opportunity

Baroda Pioneer Growth A Gr has a volatility of 0.64 and is 1.64 times more volatile than DOW. 5% of all equities and portfolios are less risky than Baroda Pioneer. Compared to the overall equity markets, volatility of historical daily returns of Baroda Pioneer Growth A Gr is lower than 5 (%) of all global equities and portfolios over the last 30 days.

Baroda Pioneer Volatility Indicators

Baroda Pioneer Growth A Gr Current Risk Indicators

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