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 Peak Guarantee I Mean Deviation of 0.1786 and Risk Adjusted Performance of 0.469 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. 2 Months Beta |Analyze Kotak OM Life Demand TrendCheck current 30 days Kotak OM correlation with market (DOW)|
β = -0.0093
Kotak OM Central Daily Price Deviation
Kotak OM Life Technical Analysis
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Kotak OM Projected Return Density Against MarketAssuming 30 trading days horizon, Kotak OM Life Peak Guarantee I has beta of -0.0093 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 Peak Guarantee I is likely to outperform the market. Moreover, The company has an alpha of 0.0603 implying that it can potentially generate 0.0603% excess return over DOW after adjusting for the inherited market risk (beta).
Predicted Return Density
|Alpha over DOW||=||0.06|
|Beta against DOW||=||0.0093|
Kotak OM Return Volatilitythe mutual fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 1.8736% risk (volatility on return distribution) over the 30 days horizon.
DOW has a standard deviation of returns of 1.87 and is 9.223372036854776E16 times more volatile than Kotak OM Life Peak Guarantee I. 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 Peak Guarantee I is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use Kotak OM Life Peak Guarantee I to enhance returns of your portfolios. The fund experiences normal upward fluctuation. Check odds of Kotak OM to be traded at 19.19 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