Tata Floater (India) Risk Analysis And Volatility Evaluation

F00000PDHE -- India Fund  

INR 2,747  0.53  0.0193%

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 Tata Floater Dir Gr which you can use to evaluate future volatility of the fund. Please validate Tata Floater Coefficient Of Variation of 224.6 and Risk Adjusted Performance of 0.4916 to confirm if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

Tata Floater Market Sensitivity

As returns on market increase, Tata Floater returns are expected to increase less than the market. However during bear market, the loss on holding Tata Floater will be expected to be smaller as well.
One Month Beta |Analyze Tata Floater Dir Demand Trend
Check current 30 days Tata Floater correlation with market (DOW)
β = 0.0221

Tata Floater Central Daily Price Deviation

Tata Floater Dir Technical Analysis

Transformation
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Tata Floater Projected Return Density Against Market

Assuming 30 trading days horizon, Tata Floater has beta of 0.0221 suggesting as returns on market go up, Tata Floater average returns are expected to increase less than the benchmark. However during bear market, the loss on holding Tata Floater Dir Gr will be expected to be much smaller as well. Moreover, Tata Floater Dir Gr has an alpha of 0.0697 implying that it can potentially generate 0.0697% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.07
β
Beta against DOW=0.0221
σ
Overall volatility
=0.00
Ir
Information ratio =0.84

Tata Floater Return Volatility

Tata Floater Dir Gr 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

Tata Floater Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity

Insignificant

Investment Outlook

Tata Floater Investment Opportunity

DOW has a standard deviation of returns of 1.32 and is 9.223372036854776E16 times more volatile than Tata Floater Dir Gr. 0% of all equities and portfolios are less risky than Tata Floater. Compared to the overall equity markets, volatility of historical daily returns of Tata Floater Dir Gr is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use Tata Floater Dir Gr to enhance returns of your portfolios. The fund experiences normal upward fluctuation. Check odds of Tata Floater to be traded at 2883.96 in 30 days. As returns on market increase, Tata Floater returns are expected to increase less than the market. However during bear market, the loss on holding Tata Floater will be expected to be smaller as well.

Tata Floater correlation with market

correlation synergy
Average diversification
Overlapping area represents the amount of risk that can be diversified away by holding Tata Floater Dir Gr and equity matching DJI index in the same portfolio.

Tata Floater Volatility Indicators

Tata Floater Dir Gr Current Risk Indicators

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