Canara Robeco (India) Risk Analysis And Volatility Evaluation

F000002FPX -- India Fund  

INR 1,000  0.20  0.02%

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 Canara Robeco Liquid Reg Wk Div which you can use to evaluate future volatility of the entity. Please confirm Canara Robeco Liquid Risk Adjusted Performance of 0.19 and Mean Deviation of 0.0388 to double-check if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

Canara Robeco Market Sensitivity

As returns on market increase, returns on owning Canara Robeco are expected to decrease at a much smaller rate. During bear market, Canara Robeco is likely to outperform the market.
One Month Beta |Analyze Canara Robeco Liquid Demand Trend
Check current 30 days Canara Robeco correlation with market (DOW)
β = -0.009
Canara Robeco Central Price Deviations

Canara Robeco Liquid 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.

Canara Robeco Projected Return Density Against Market

Assuming 30 trading days horizon, Canara Robeco Liquid Reg Wk Div has beta of -0.009 suggesting as returns on benchmark increase, returns on holding Canara Robeco are expected to decrease at a much smaller rate. During bear market, however, Canara Robeco Liquid Reg Wk Div is likely to outperform the market. Additionally, Canara Robeco Liquid Reg Wk 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
=0.0099
β
Beta against DOW=0.009
σ
Overall volatility
=0.00
Ir
Information ratio =0.0412

Canara Robeco Return Volatility

Canara Robeco Liquid Reg Wk Div accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.2145% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Canara Robeco Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity

Insignificant

Investment Outlook

Canara Robeco Investment Opportunity

DOW has a standard deviation of returns of 1.21 and is 9.223372036854776E16 times more volatile than Canara Robeco Liquid Reg Wk Div. 0% of all equities and portfolios are less risky than Canara Robeco. Compared to the overall equity markets, volatility of historical daily returns of Canara Robeco Liquid Reg Wk Div is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use Canara Robeco Liquid Reg Wk Div to enhance returns of your portfolios. The fund experiences normal upward fluctuation. Check odds of Canara Robeco to be traded at 1050.21 in 30 days. As returns on market increase, returns on owning Canara Robeco are expected to decrease at a much smaller rate. During bear market, Canara Robeco is likely to outperform the market.

Canara Robeco correlation with market

correlation synergy
Good diversification
Overlapping area represents the amount of risk that can be diversified away by holding Canara Robeco Liquid Reg Wk Di and equity matching DJI index in the same portfolio.

Canara Robeco Volatility Indicators

Canara Robeco Liquid Reg Wk Div Current Risk Indicators

Additionally see Investing Opportunities. Please also try Fundamentals Matrix module to view fundamentals matrix and analyze how accounts are interrelated and interconnected with each other.
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