BNP Paribas (India) Risk Analysis And Volatility

F000001AAK -- India Fund  

INR 10.08  0.00  0.00%

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 BNP Paribas ST Income Reg Qt Div which you can use to evaluate future volatility of the entity. Please confirm BNP Paribas ST Mean Deviation of 0.1094 and Risk Adjusted Performance of (0.17) to double-check if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

BNP Paribas Market Sensitivity

As returns on market increase, returns on owning BNP Paribas are expected to decrease at a much smaller rate. During bear market, BNP Paribas is likely to outperform the market.
2 Months Beta |Analyze BNP Paribas ST Demand Trend
Check current 30 days BNP Paribas correlation with market (DOW)
β = -0.0026

BNP Paribas Central Daily Price Deviation

BNP Paribas ST 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.

BNP Paribas Projected Return Density Against Market

Assuming 30 trading days horizon, BNP Paribas ST Income Reg Qt Div has beta of -0.0026 suggesting as returns on benchmark increase, returns on holding BNP Paribas are expected to decrease at a much smaller rate. During bear market, however, BNP Paribas ST Income Reg Qt Div is likely to outperform the market. Additionally, The company has a negative alpha implying that the risk taken by holding this equity is not justified. BNP Paribas ST is significantly underperforming DOW.
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.02
β
Beta against DOW=0.0026
σ
Overall volatility
=0.00
Ir
Information ratio =0.13

BNP Paribas Return Volatility

the fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 1.9997% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

BNP Paribas Volatility Factors

60 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

60 Days Economic Sensitivity

Insignificant

Investment Outlook

BNP Paribas Investment Opportunity

DOW has a standard deviation of returns of 2.0 and is 9.223372036854776E16 times more volatile than BNP Paribas ST Income Reg Qt Div. 0% of all equities and portfolios are less risky than BNP Paribas. Compared to the overall equity markets, volatility of historical daily returns of BNP Paribas ST Income Reg Qt Div is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use BNP Paribas ST Income Reg Qt Div to protect your portfolios against small markets fluctuations. The fund experiences normal downward trend, but the immediate impact on correlations cannot be determined at the moment . Check odds of BNP Paribas to be traded at 9.98 in 30 days. . As returns on market increase, returns on owning BNP Paribas are expected to decrease at a much smaller rate. During bear market, BNP Paribas is likely to outperform the market.

BNP Paribas correlation with market

correlation synergy
Good diversification
Overlapping area represents the amount of risk that can be diversified away by holding BNP Paribas ST Income Reg Qt D and equity matching DJI index in the same portfolio.

BNP Paribas Volatility Indicators

BNP Paribas ST Income Reg Qt Div Current Risk Indicators

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