Kotak OM (India) Manager Performance Evaluation

F00000H4PA -- India Fund  

INR 26.88  0.00  0.00%

The fund secures Beta (Market Risk) of 0.0393 which conveys that 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.. Although it is vital to follow to Kotak OM Life price patterns, it is good to be conservative about what you can actually do with the information regarding equity historical price patterns. The philosophy towards estimating future performance of any fund is to evaluate the business as a whole together with its past performance including all available fundamental and technical indicators. By analyzing Kotak OM Life technical indicators you can presently evaluate if the expected return of 0.2751% will be sustainable into the future.
Horizon     30 Days    Login   to change

Kotak OM Life Relative Risk vs. Return Landscape

If you would invest  2,666  in Kotak OM Life Pension Floating Rate on November 17, 2018 and sell it today you would earn a total of  22.00  from holding Kotak OM Life Pension Floating Rate or generate 0.83% return on investment over 30 days. Kotak OM Life Pension Floating Rate is generating 0.2751% of daily returns and assumes 0.4764% volatility on return distribution over the 30 days horizon. Simply put, 4% of equities are less volatile than Kotak OM Life Pension Floating Rate and 95% of equity instruments are likely to generate higher returns than the company over the next 30 trading days.
 Daily Expected Return (%) 
      Risk (%) 
Assuming 30 trading days horizon, Kotak OM Life Pension Floating Rate is expected to generate 0.37 times more return on investment than the market. However, the company is 2.69 times less risky than the market. It trades about 0.58 of its potential returns per unit of risk. The DOW is currently generating roughly -0.1 per unit of risk.

Kotak OM Current Valuation

Not valued
December 17, 2018
26.88
Market Value
0.00
Real Value
Target Odds
  
0.00
Upside
Kotak OM is Unknown risk asset. Kotak OM Life last-minute Real Value cannot be determined due to lack of data. The latest price of Kotak OM Life is 26.88. Based on Macroaxis valuation methodology, the organization cannot be evaluated at this time. We determine the value of Kotak OM Life from analyzing fund fundamentals and technical indicators as well as its Probability Of Bankruptcy. In general, we recommend to purchase undervalued stocks and to get rid of overvalued stocks since at some point entities prices and their ongoing real values will merge together.

Kotak OM Market Risk Analysis

Sharpe Ratio = 0.5774
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Kotak OM Relative Performance Indicators

Estimated Market Risk
 0.48
  actual daily
 
 4 %
of total potential
 
4
Expected Return
 0.28
  actual daily
 
 5 %
of total potential
 
5
Risk-Adjusted Return
 0.58
  actual daily
 
 38 %
of total potential
 
38
Based on monthly moving average Kotak OM is performing at about 38% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Kotak OM by adding it to a well-diversified portfolio.

Kotak OM Performance Rating

Kotak OM Life Pension Floating Rate Risk Adjusted Performance Analysis

38

Risk-Adjusted Fund Performance

Compared to the overall equity markets, risk-adjusted returns on investments in Kotak OM Life Pension Floating Rate are ranked lower than 38 (%) of all funds and portfolios of funds over the last 30 days.

Kotak OM Alerts

Equity Alerts and Improvement Suggestions

Kotak OM Life is not yet fully synchronised with the market data
The fund retains about 57.46% of its assets under management (AUM) in cash
Additionally see Investing Opportunities. Please also try Price Transformation module to use price transformation models to analyze depth of different equity instruments across global markets.
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