Our philosophy towards estimating 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 Kotak OM which you can use to evaluate future volatility of the organization. Please verify Kotak OM Life Dynamic Floating Rate Mean Deviation of 0.2287 and Risk Adjusted Performance of 0.4166 to check out if risk estimate we provide are consistent with the epected return of 0.0%.
60 Days Market Risk
Chance of Distress in 24 months
60 Days Economic Sensitivity
|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. 2 Months Beta |Analyze Kotak OM Life Demand TrendCheck current 30 days Kotak OM correlation with market (DOW)|
β = 0.0132
Kotak OM Central Daily Price Deviation
Kotak OM Life Technical Analysis
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.
Kotak OM Projected Return Density Against MarketAssuming 30 trading days horizon, Kotak OM has beta of 0.0132 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, The company has an alpha of 0.1572 implying that it can potentially generate 0.1572% excess return over DOW after adjusting for the inherited market risk (beta).
Predicted Return Density
|Alpha over DOW||=||0.16|
|Beta against DOW||=||0.0132|
Kotak OM Return Volatilitythe mutual fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 0.8135% risk (volatility on return distribution) over the 30 days horizon.
Kotak OM Investment Opportunity
DOW has a standard deviation of returns of 0.81 and is 9.223372036854776E16 times more volatile than Kotak OM Life Dynamic Floating Rate. 0% of all equities and portfolios are less risky than Kotak OM. Compared to the overall equity markets, volatility of historical daily returns of Kotak OM Life Dynamic Floating Rate is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use Kotak OM Life Dynamic Floating Rate to enhance returns of your portfolios. The fund experiences normal upward fluctuation. Check odds of Kotak OM to be traded at 29.03 in 30 days. . 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.
Kotak OM correlation with market
Kotak OM Current Risk Indicators
|Risk Adjusted Performance||0.4166|
|Market Risk Adjusted Performance||11.92|
|Coefficient Of Variation||182.57|
Kotak OM Suggested Diversification Pairs
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