BNP Paribas (India) Risk Analysis And Volatility Evaluation

F000001AAK -- India Fund  

INR 10.14  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 0.1333 and Risk Adjusted Performance of 0.0221 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, BNP Paribas returns are expected to increase less than the market. However during bear market, the loss on holding BNP Paribas will be expected to be smaller as well.
One Month Beta |Analyze BNP Paribas ST Demand Trend
Check current 30 days BNP Paribas correlation with market (DOW)
β = 0.1081
BNP Paribas Small BetaBNP Paribas ST Beta Legend

BNP Paribas ST Technical Analysis

Transformation
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BNP Paribas Projected Return Density Against Market

Assuming 30 trading days horizon, BNP Paribas has beta of 0.1081 suggesting as returns on market go up, BNP Paribas average returns are expected to increase less than the benchmark. However during bear market, the loss on holding BNP Paribas ST Income Reg Qt Div will be expected to be much smaller as well. Additionally, BNP Paribas ST Income Reg Qt Div 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
=0.0022
β
Beta against DOW=0.11
σ
Overall volatility
=0.00
Ir
Information ratio =0.33

BNP Paribas Return Volatility

BNP Paribas ST Income Reg Qt Div accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 0.4208% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

BNP Paribas Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity

Unaffected

Investment Outlook

BNP Paribas Investment Opportunity

DOW has a standard deviation of returns of 0.42 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 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 10.04 in 30 days. As returns on market increase, BNP Paribas returns are expected to increase less than the market. However during bear market, the loss on holding BNP Paribas will be expected to be smaller as well.

BNP Paribas correlation with market

Average 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

Additionally see Investing Opportunities. Please also try Price Ceiling Movement module to calculate and plot price ceiling movement for different equity instruments.
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