Taurus Banking (India) Risk Analysis And Volatility

F00000O7NI -- India Fund  

INR 21.41  0.60  2.73%

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 Risk Adjusted Performance of 0.1664, Semi Deviation of 2.37 and Coefficient Of Variation of 1098.86 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

As returns on market increase, returns on owning Taurus Banking are expected to decrease at a much smaller rate. During bear market, Taurus Banking is likely to outperform the market.
2 Months Beta |Analyze Taurus Banking Fin Demand Trend
Check current 30 days Taurus Banking correlation with market (DOW)
β = -0.0544

Taurus Banking Central Daily Price Deviation

Taurus Banking Fin 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.

Taurus Banking Projected Return Density Against Market

Assuming 30 trading days horizon, Taurus Banking Fin Services Gr has beta of -0.0544 suggesting as returns on benchmark increase, returns on holding Taurus Banking are expected to decrease at a much smaller rate. During bear market, however, Taurus Banking Fin Services Gr is likely to outperform the market. Moreover, The company has an alpha of 0.232 implying that it can potentially generate 0.232% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.23
β
Beta against DOW=0.05
σ
Overall volatility
=0.00
Ir
Information ratio =0.06

Taurus Banking Return Volatility

the fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 1.9131% 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 1.91 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 protect your portfolios against small markets fluctuations. The fund experiences unexpected downward movement. The market is reacting to new fundamentals. Check odds of Taurus Banking to be traded at 20.55 in 30 days. . As returns on market increase, returns on owning Taurus Banking are expected to decrease at a much smaller rate. During bear market, Taurus Banking is likely to outperform the market.

Taurus Banking correlation with market

correlation synergy
Good 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

Additionally see Investing Opportunities. Please also try Performance Analysis module to check effects of mean-variance optimization against your current asset allocation.
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