Baroda Pioneer (India) Risk Analysis And Volatility

BOBGROWTHACC -- India Fund  

INR 89.42  3.06  3.31%

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 Baroda Pioneer Growth A Gr which you can use to evaluate future volatility of the entity. Please confirm Baroda Pioneer Growth Risk Adjusted Performance of 0.2773 and Mean Deviation of 0.3441 to double-check if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

Baroda Pioneer Market Sensitivity

As returns on market increase, returns on owning Baroda Pioneer are expected to decrease at a much smaller rate. During bear market, Baroda Pioneer is likely to outperform the market.
2 Months Beta |Analyze Baroda Pioneer Growth Demand Trend
Check current 30 days Baroda Pioneer correlation with market (DOW)
β = -0.1223

Baroda Pioneer Central Daily Price Deviation

Baroda Pioneer Growth Technical Analysis

Transformation
We are not able to run technical analysis function on this symbol. We either do not have that equity or its historical data is not available at this time. Please try again later.

Baroda Pioneer Projected Return Density Against Market

Assuming 30 trading days horizon, Baroda Pioneer Growth A Gr has beta of -0.1223 . This suggests as returns on benchmark increase, returns on holding Baroda Pioneer are expected to decrease at a much smaller rate. During bear market, however, Baroda Pioneer Growth A Gr is likely to outperform the market. Moreover, The company has an alpha of 0.1005 implying that it can potentially generate 0.1005% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.10
β
Beta against DOW=0.12
σ
Overall volatility
=0.00
Ir
Information ratio =0.0333

Baroda Pioneer Return Volatility

the fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 1.9131% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Baroda Pioneer Volatility Factors

60 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

60 Days Economic Sensitivity

Insignificant

Investment Outlook

Baroda Pioneer Investment Opportunity

DOW has a standard deviation of returns of 1.91 and is 9.223372036854776E16 times more volatile than Baroda Pioneer Growth A Gr. 0% 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 0 (%) of all global equities and portfolios over the last 30 days. Use Baroda Pioneer Growth A Gr to protect your portfolios against small markets fluctuations. The fund experiences unexpected downward movement. The market is reacting to new fundamentals. Check odds of Baroda Pioneer to be traded at 85.84 in 30 days. . As returns on market increase, returns on owning Baroda Pioneer are expected to decrease at a much smaller rate. During bear market, Baroda Pioneer is likely to outperform the market.

Baroda Pioneer correlation with market

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

Baroda Pioneer Volatility Indicators

Baroda Pioneer Growth A Gr Current Risk Indicators

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