Taurus Infrastructure (India) Risk Analysis And Volatility Evaluation

F000000FY2 -- India Fund  

INR 23.80  0.32  1.33%

Our philosophy towards measuring 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 Taurus Infrastructure Gr which you can use to evaluate future volatility of the fund. Please validate Taurus Infrastructure Coefficient Of Variation of 603.61 and Risk Adjusted Performance of 0.20 to confirm if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

Taurus Infrastructure Market Sensitivity

As returns on market increase, returns on owning Taurus Infrastructure are expected to decrease at a much smaller rate. During bear market, Taurus Infrastructure is likely to outperform the market.
One Month Beta |Analyze Taurus Infrastructure Demand Trend
Check current 30 days Taurus Infrastructure correlation with market (DOW)
β = -0.169

Taurus Infrastructure Central Daily Price Deviation

Taurus Infrastructure Technical Analysis

Transformation
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Taurus Infrastructure Projected Return Density Against Market

Assuming 30 trading days horizon, Taurus Infrastructure Gr has beta of -0.169 suggesting as returns on benchmark increase, returns on holding Taurus Infrastructure are expected to decrease at a much smaller rate. During bear market, however, Taurus Infrastructure Gr is likely to outperform the market. Additionally, Taurus Infrastructure Gr has a negative alpha implying that the risk taken by holding this equity is not justified. The company is significantly underperforming DOW
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.2
β
Beta against DOW=0.17
σ
Overall volatility
=0.00
Ir
Information ratio =0.06

Taurus Infrastructure Return Volatility

Taurus Infrastructure Gr accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.1779% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Taurus Infrastructure Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity

Insignificant

Investment Outlook

Taurus Infrastructure Investment Opportunity

DOW has a standard deviation of returns of 1.18 and is 9.223372036854776E16 times more volatile than Taurus Infrastructure Gr. 0% of all equities and portfolios are less risky than Taurus Infrastructure. Compared to the overall equity markets, volatility of historical daily returns of Taurus Infrastructure Gr is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use Taurus Infrastructure Gr to protect against small markets fluctuations. The fund experiences somewhat bearish sentiment, but market may correct it shortly. Check odds of Taurus Infrastructure to be traded at 23.09 in 30 days. As returns on market increase, returns on owning Taurus Infrastructure are expected to decrease at a much smaller rate. During bear market, Taurus Infrastructure is likely to outperform the market.

Taurus Infrastructure correlation with market

correlation synergy
Good diversification
Overlapping area represents the amount of risk that can be diversified away by holding Taurus Infrastructure Gr and equity matching DJI index in the same portfolio.

Taurus Infrastructure Volatility Indicators

Taurus Infrastructure Gr Current Risk Indicators

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