|Horizon||30 Days Login to change|
UTI Long Market Sensitivity
|As returns on market increase, returns on owning UTI Long are expected to decrease at a much smaller rate. During bear market, UTI Long is likely to outperform the market.One Month Beta |Analyze UTI Long Term Demand TrendCheck current 30 days UTI Long correlation with market (DOW)|
β = -0.3388
UTI Long Term Technical Analysis
UTI Long Projected Return Density Against MarketAssuming 30 trading days horizon, UTI Long Term Equity Dir Div has beta of -0.3388 suggesting as returns on benchmark increase, returns on holding UTI Long are expected to decrease at a much smaller rate. During bear market, however, UTI Long Term Equity Dir Div is likely to outperform the market. Moreover, UTI Long Term Equity Dir Div has an alpha of 0.3088 implying that it can potentially generate 0.3088% excess return over DOW after adjusting for the inherited market risk (beta).
UTI Long Return VolatilityUTI Long Term Equity Dir Div accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.2393% risk (volatility on return distribution) over the 30 days horizon.