|Horizon||30 Days Login to change|
Tata Retiremnt Market Sensitivity
|As returns on market increase, returns on owning Tata Retiremnt are expected to decrease at a much smaller rate. During bear market, Tata Retiremnt is likely to outperform the market.One Month Beta |Analyze Tata Retiremnt Sav Demand TrendCheck current 30 days Tata Retiremnt correlation with market (DOW)|
β = -0.0627
Tata Retiremnt Sav Technical Analysis
Tata Retiremnt Projected Return Density Against MarketAssuming 30 trading days horizon, Tata Retiremnt Sav Cnsrv Dir Gr has beta of -0.0627 suggesting as returns on benchmark increase, returns on holding Tata Retiremnt are expected to decrease at a much smaller rate. During bear market, however, Tata Retiremnt Sav Cnsrv Dir Gr is likely to outperform the market. Moreover, Tata Retiremnt Sav Cnsrv Dir Gr has an alpha of 0.0771 implying that it can potentially generate 0.0771% excess return over DOW after adjusting for the inherited market risk (beta).
Predicted Return Density
Tata Retiremnt Return VolatilityTata Retiremnt Sav Cnsrv Dir Gr accepts 1.3406% volatility on return distribution over the 30 days horizon. DOW inherits 0.444% risk (volatility on return distribution) over the 30 days horizon.