Taurus Infrastructure (India) Risk Analysis And Volatility

F000000FY2 -- India Fund  

INR 24.14  0.50  2.03%

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 763.06, Risk Adjusted Performance of 0.1032 and Semi Deviation of 0.5413 to confirm if risk estimate we provide are consistent with the epected return of 0.0%.

60 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Odds

60 Days Economic Sensitivity

Insignificant
Horizon     30 Days    Login   to change

Taurus Infrastructure Market Sensitivity

As returns on market increase, Taurus Infrastructure returns are expected to increase less than the market. However during bear market, the loss on holding Taurus Infrastructure will be expected to be smaller as well.
2 Months Beta |Analyze Taurus Infrastructure Demand Trend
Check current 30 days Taurus Infrastructure correlation with market (DOW)
β = 0.173

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 has beta of 0.173 suggesting as returns on market go up, Taurus Infrastructure average returns are expected to increase less than the benchmark. However during bear market, the loss on holding Taurus Infrastructure Gr will be expected to be much smaller as well. Moreover, The company has an alpha of 0.0906 implying that it can potentially generate 0.0906% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.09
β
Beta against DOW=0.17
σ
Overall volatility
=0.00
Ir
Information ratio =0.12

Taurus Infrastructure Return Volatility

the fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 0.8035% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Taurus Infrastructure Investment Opportunity

DOW has a standard deviation of returns of 0.8 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 your portfolios against small markets fluctuations. The fund experiences unexpected downward movement. The market is reacting to new fundamentals. Check odds of Taurus Infrastructure to be traded at 23.17 in 30 days. . As returns on market increase, Taurus Infrastructure returns are expected to increase less than the market. However during bear market, the loss on holding Taurus Infrastructure will be expected to be smaller as well.

Taurus Infrastructure correlation with market

correlation synergy
Average 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 Current Risk Indicators

Taurus Infrastructure Suggested Diversification Pairs

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