|Horizon||30 Days Login to change|
Kotak OM Market Sensitivity
|As returns on market increase, Kotak OM returns are expected to increase less than the market. However during bear market, the loss on holding Kotak OM will be expected to be smaller as well.One Month Beta |Analyze Kotak OM Life Demand TrendCheck current 30 days Kotak OM correlation with market (DOW)|
β = 0.042
Kotak OM Central Price Deviations
Kotak OM Life Technical Analysis
Kotak OM Projected Return Density Against MarketAssuming 30 trading days horizon, Kotak OM has beta of 0.042 suggesting as returns on market go up, Kotak OM average returns are expected to increase less than the benchmark. However during bear market, the loss on holding Kotak OM Life Dynamic Floating Rate will be expected to be much smaller as well. Moreover, Kotak OM Life Dynamic Floating Rate has an alpha of 0.094 implying that it can potentially generate 0.094% excess return over DOW after adjusting for the inherited market risk (beta).
Kotak OM Return VolatilityKotak OM Life Dynamic Floating Rate accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.2425% risk (volatility on return distribution) over the 30 days horizon.