|Horizon||30 Days Login to change|
UTI Long Market Sensitivity
|As returns on market increase, UTI Long returns are expected to increase less than the market. However during bear market, the loss on holding UTI Long will be expected to be smaller as well.One Month Beta |Analyze UTI Long Term Demand TrendCheck current 30 days UTI Long correlation with market (DOW)|
β = 0.3272
UTI Long Term Technical Analysis
UTI Long Projected Return Density Against MarketAssuming 30 trading days horizon, UTI Long has beta of 0.3272 suggesting as returns on market go up, UTI Long average returns are expected to increase less than the benchmark. However during bear market, the loss on holding UTI Long Term Equity Dir Div will be expected to be much smaller as well. Moreover, UTI Long Term Equity Dir Div has an alpha of 0.0317 implying that it can potentially generate 0.0317% excess return over DOW after adjusting for the inherited market risk (beta).
Predicted Return Density
UTI Long Return VolatilityUTI Long Term Equity Dir Div accepts 1.6768% volatility on return distribution over the 30 days horizon. DOW inherits 0.4208% risk (volatility on return distribution) over the 30 days horizon.