Kotak OM (India) Risk Analysis And Volatility Evaluation

F00000H4Q4 -- India Fund  

INR 18.28  0.01  0.05%

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 0.3275 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, 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 Trend
Check current 30 days Kotak OM correlation with market (DOW)
β = 0.0258

Kotak OM Central Daily Price Deviation

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 has beta of 0.0258 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 Peak Guarantee I will be expected to be much smaller as well. Moreover, Kotak OM Life Peak Guarantee I has an alpha of 0.0617 implying that it can potentially generate 0.0617% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.06
β
Beta against DOW=0.0258
σ
Overall volatility
=0.00
Ir
Information ratio =0.60

Kotak OM Return Volatility

Kotak OM Life Peak Guarantee I accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.3198% 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

Insignificant

Investment Outlook

Kotak OM Investment Opportunity

DOW has a standard deviation of returns of 1.32 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, 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

correlation synergy
Average diversification
Overlapping area represents the amount of risk that can be diversified away by holding Kotak OM Life Peak Guarantee I and equity matching DJI index in the same portfolio.

Kotak OM Volatility Indicators

Kotak OM Life Peak Guarantee I Current Risk Indicators

Additionally see Investing Opportunities. Please also try Piotroski F Score module to get piotroski f score based on binary analysis strategy of nine different fundamentals.
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