Birla Sun (India) Risk Analysis And Volatility Evaluation

F00000MI9C -- India Fund  

 18.12  0.04  0.22%

Our philosophy towards foreseeing 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 technical indicators for Birla Sun Life Finl Pl FOF Cons Gr which you can use to evaluate future volatility of the entity. Please confirm Birla Sun Life Coefficient Of Variation of 311.79, Risk Adjusted Performance of 0.1276 and Mean Deviation of 0.3897 to double-check if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

Birla Sun Market Sensitivity

As returns on market increase, Birla Sun returns are expected to increase less than the market. However during bear market, the loss on holding Birla Sun will be expected to be smaller as well.
One Month Beta |Analyze Birla Sun Life Demand Trend
Check current 30 days Birla Sun correlation with market (DOW)
β = 0.7115
Birla Sun Small BetaBirla Sun Life Beta Legend

Birla Sun Life Technical Analysis

Transformation
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Birla Sun Projected Return Density Against Market

Assuming 30 trading days horizon, Birla Sun has beta of 0.7115 suggesting as returns on market go up, Birla Sun average returns are expected to increase less than the benchmark. However during bear market, the loss on holding Birla Sun Life Finl Pl FOF Cons Gr will be expected to be much smaller as well. Moreover, Birla Sun Life Finl Pl FOF Cons Gr has an alpha of 0.1508 implying that it can potentially generate 0.1508% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.15
β
Beta against DOW=0.71
σ
Overall volatility
=0.00
Ir
Information ratio =0.18

Birla Sun Return Volatility

Birla Sun Life Finl Pl FOF Cons Gr accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 0.389% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

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Investment Outlook

Birla Sun Investment Opportunity

DOW has a standard deviation of returns of 0.39 and is 9.223372036854776E16 times more volatile than Birla Sun Life Finl Pl FOF Cons Gr. 0% of all equities and portfolios are less risky than Birla Sun. Compared to the overall equity markets, volatility of historical daily returns of Birla Sun Life Finl Pl FOF Cons Gr is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use Birla Sun Life Finl Pl FOF Cons Gr to protect against small markets fluctuations. The fund experiences normal downward trend and little activity. Check odds of Birla Sun to be traded at 17.94 in 30 days. As returns on market increase, Birla Sun returns are expected to increase less than the market. However during bear market, the loss on holding Birla Sun will be expected to be smaller as well.

Birla Sun correlation with market

Weak diversification
Overlapping area represents the amount of risk that can be diversified away by holding Birla Sun Life Finl Pl FOF Con and equity matching DJI index in the same portfolio.

Birla Sun Volatility Indicators

Birla Sun Life Finl Pl FOF Cons Gr Current Risk Indicators

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