Kotak OM (India) Risk Analysis And Volatility Evaluation

F00000H4PA -- India Fund  

INR 26.43  0.00  0.00%

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 Pension Floating Rate Mean Deviation of 0.3795 and Risk Adjusted Performance of 0.1438 to check out if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

Kotak OM Market Sensitivity

As returns on market increase, returns on owning Kotak OM are expected to decrease at a much smaller rate. During bear market, Kotak OM is likely to outperform the market.
One Month Beta |Analyze Kotak OM Life Demand Trend
Check current 30 days Kotak OM correlation with market (DOW)
β = -0.4029
Kotak OM Almost negative betaKotak OM Life Beta Legend

Kotak OM Life 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.

Kotak OM Projected Return Density Against Market

Assuming 30 trading days horizon, Kotak OM Life Pension Floating Rate has beta of -0.4029 suggesting as returns on benchmark increase, returns on holding Kotak OM are expected to decrease at a much smaller rate. During bear market, however, Kotak OM Life Pension Floating Rate is likely to outperform the market. Moreover, Kotak OM Life Pension Floating Rate has an alpha of 0.2403 implying that it can potentially generate 0.2403% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.24
β
Beta against DOW=0.4
σ
Overall volatility
=0.00
Ir
Information ratio =0.16

Kotak OM Return Volatility

Kotak OM Life Pension Floating Rate accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 0.4038% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Kotak OM Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity

Unaffected

Investment Outlook

Kotak OM Investment Opportunity

DOW has a standard deviation of returns of 0.4 and is 9.223372036854776E16 times more volatile than Kotak OM Life Pension 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 Pension Floating Rate is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use Kotak OM Life Pension Floating Rate 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 Kotak OM to be traded at 26.17 in 30 days. As returns on market increase, returns on owning Kotak OM are expected to decrease at a much smaller rate. During bear market, Kotak OM is likely to outperform the market.

Kotak OM correlation with market

Very good diversification
Overlapping area represents the amount of risk that can be diversified away by holding Kotak OM Life Pension Floating and equity matching DJI index in the same portfolio.

Kotak OM Volatility Indicators

Kotak OM Life Pension Floating Rate Current Risk Indicators

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