Taurus Banking (India) Risk Analysis And Volatility Evaluation

F00000O7NI -- India Fund  

INR 24.30  24.30  9,223,372,036,855%

Our philosophy towards measuring 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 Taurus Banking Fin Services Gr which you can use to evaluate future volatility of the fund. Please validate Taurus Banking Coefficient Of Variation of 2,437 and Risk Adjusted Performance of 0.011255 to confirm if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

Taurus Banking Market Sensitivity

Taurus Banking returns are very sensitive to returns on the market. As market goes up or down, Taurus Banking is expected to follow.
One Month Beta |Analyze Taurus Banking Fin Demand Trend
Check current 30 days Taurus Banking correlation with market (DOW)
β = 0.9786
Taurus Banking llmost one BetaTaurus Banking Fin Beta Legend

Taurus Banking Fin Technical Analysis

Transformation
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Taurus Banking Projected Return Density Against Market

Assuming 30 trading days horizon, Taurus Banking has beta of 0.9786 suggesting Taurus Banking Fin Services Gr market returns are very sensitive to returns on the market. As the market benchmark goes up or down, Taurus Banking is expected to follow. Additionally, Taurus Banking Fin Services Gr has a negative alpha implying that the risk taken by holding this equity is not justified. The company is significantly underperforming DOW
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.28
β
Beta against DOW=0.98
σ
Overall volatility
=0.00
Ir
Information ratio =0.09

Taurus Banking Return Volatility

Taurus Banking Fin Services Gr accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 0.4541% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

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Investment Outlook

Taurus Banking Investment Opportunity

DOW has a standard deviation of returns of 0.45 and is 9.223372036854776E16 times more volatile than Taurus Banking Fin Services Gr. 0% of all equities and portfolios are less risky than Taurus Banking. Compared to the overall equity markets, volatility of historical daily returns of Taurus Banking Fin Services Gr is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use Taurus Banking Fin Services Gr to enhance returns of your portfolios. The fund experiences very speculative upward sentiment.. Check odds of Taurus Banking to be traded at 30.38 in 30 days. Taurus Banking returns are very sensitive to returns on the market. As market goes up or down, Taurus Banking is expected to follow.

Taurus Banking correlation with market

Average diversification
Overlapping area represents the amount of risk that can be diversified away by holding Taurus Banking Fin Services Gr and equity matching DJI index in the same portfolio.

Taurus Banking Volatility Indicators

Taurus Banking Fin Services Gr Current Risk Indicators

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