UTI Long (India) Risk Analysis And Volatility

Our way in which we are 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 UTI Long Term Equity Dir Div which you can use to evaluate future volatility of the fund. Please validate UTI Long to confirm if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

UTI Long Term 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.

UTI Long Projected Return Density Against Market

Assuming 30 trading days horizon, UTI Long has beta of 0.0 suggesting the returns on DOW and UTI Long do not appear to be highly reactive. Furthermore, It does not look like the company alpha can have any bearing on the equity current valuation.
Assuming 30 trading days horizon, the coefficient of variation of UTI Long is 0.0. The daily returns are destributed with a variance of 0.0 and standard deviation of 0.0. The mean deviation of UTI Long Term Equity Dir Div is currently at 0.0. For similar time horizon, the selected benchmark (DOW) has volatility of 0.78
α
Alpha over DOW
=0.00
β
Beta against DOW=0.00
σ
Overall volatility
=0.00
Ir
Information ratio =0.00

UTI Long Return Volatility

the fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 0.7996% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

UTI Long Investment Opportunity

DOW has a standard deviation of returns of 0.8 and is 9.223372036854776E16 times more volatile than UTI Long Term Equity Dir Div. 0% of all equities and portfolios are less risky than UTI Long. Compared to the overall equity markets, volatility of historical daily returns of UTI Long Term Equity Dir Div is lower than 0 (%) of all global equities and portfolios over the last 30 days.

UTI Long Current Risk Indicators

UTI Long Suggested Diversification Pairs

See also Investing Opportunities. Please also try Idea Optimizer module to use advanced portfolio builder with pre-computed micro ideas to build optimal portfolio .
Search macroaxis.com