Max Life (India) Risk Analysis And Volatility Evaluation

F00000H6LP -- India Fund  

INR 20.15  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 Max Life which you can use to evaluate future volatility of the organization. Please verify Max Life Grp SuperAnnu Conservative Mean Deviation of 0.4126 and Risk Adjusted Performance of 0.077 to check out if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

Max Life Market Sensitivity

As returns on market increase, returns on owning Max Life are expected to decrease at a much smaller rate. During bear market, Max Life is likely to outperform the market.
One Month Beta |Analyze Max Life Grp Demand Trend
Check current 30 days Max Life correlation with market (DOW)
β = -0.0132
Max Life Almost negative betaMax Life Grp Beta Legend

Max Life Grp 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.

Max Life Projected Return Density Against Market

Assuming 30 trading days horizon, Max Life Grp SuperAnnu Conservative has beta of -0.0132 suggesting as returns on benchmark increase, returns on holding Max Life are expected to decrease at a much smaller rate. During bear market, however, Max Life Grp SuperAnnu Conservative is likely to outperform the market. Moreover, Max Life Grp SuperAnnu Conservative has an alpha of 0.1237 implying that it can potentially generate 0.1237% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.12
β
Beta against DOW=0.01
σ
Overall volatility
=0.00
Ir
Information ratio =0.06

Max Life Return Volatility

Max Life Grp SuperAnnu Conservative accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 0.3625% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Max Life Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity

Unaffected

Investment Outlook

Max Life Investment Opportunity

DOW has a standard deviation of returns of 0.36 and is 9.223372036854776E16 times more volatile than Max Life Grp SuperAnnu Conservative. 0% of all equities and portfolios are less risky than Max Life. Compared to the overall equity markets, volatility of historical daily returns of Max Life Grp SuperAnnu Conservative is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use Max Life Grp SuperAnnu Conservative 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 Max Life to be traded at 19.95 in 30 days. As returns on market increase, returns on owning Max Life are expected to decrease at a much smaller rate. During bear market, Max Life is likely to outperform the market.

Max Life correlation with market

Good diversification
Overlapping area represents the amount of risk that can be diversified away by holding Max Life Grp SuperAnnu Conserv and equity matching DJI index in the same portfolio.

Max Life Volatility Indicators

Max Life Grp SuperAnnu Conservative Current Risk Indicators

Additionally see Investing Opportunities. Please also try Correlation Analysis module to reduce portfolio risk simply by holding instruments which are not perfectly correlated.
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