Baroda Pioneer (India) Risk Analysis And Volatility Evaluation

F00000PDNN -- India Fund  

INR 29.82  1.30  4.18%

Our philosophy towards foreseeing 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 Baroda Pioneer Growth B Dir Div which you can use to evaluate future volatility of the entity. Please confirm Baroda Pioneer Growth Risk Adjusted Performance of 0.33 and Mean Deviation of 1.54 to double-check if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

Baroda Pioneer Market Sensitivity

As returns on market increase, returns on owning Baroda Pioneer are expected to decrease at a much smaller rate. During bear market, Baroda Pioneer is likely to outperform the market.
One Month Beta |Analyze Baroda Pioneer Growth Demand Trend
Check current 30 days Baroda Pioneer correlation with market (DOW)
β = -0.5294

Baroda Pioneer Central Daily Price Deviation

Baroda Pioneer Growth 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.

Baroda Pioneer Projected Return Density Against Market

Assuming 30 trading days horizon, Baroda Pioneer Growth B Dir Div has beta of -0.5294 suggesting as returns on benchmark increase, returns on holding Baroda Pioneer are expected to decrease at a much smaller rate. During bear market, however, Baroda Pioneer Growth B Dir Div is likely to outperform the market. Additionally, Baroda Pioneer Growth B Dir Div has a negative alpha implying that the risk taken by holding this equity is not justified. The company is significantly underperforming DOW
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.66
β
Beta against DOW=0.53
σ
Overall volatility
=0.00
Ir
Information ratio =0.28

Baroda Pioneer Return Volatility

Baroda Pioneer Growth B Dir Div accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.225% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

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Investment Outlook

Baroda Pioneer Investment Opportunity

DOW has a standard deviation of returns of 1.23 and is 9.223372036854776E16 times more volatile than Baroda Pioneer Growth B Dir Div. 0% of all equities and portfolios are less risky than Baroda Pioneer. Compared to the overall equity markets, volatility of historical daily returns of Baroda Pioneer Growth B Dir Div is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use Baroda Pioneer Growth B Dir Div to protect against small markets fluctuations. The fund experiences very speculative upward sentiment.. Check odds of Baroda Pioneer to be traded at 28.33 in 30 days. As returns on market increase, returns on owning Baroda Pioneer are expected to decrease at a much smaller rate. During bear market, Baroda Pioneer is likely to outperform the market.

Baroda Pioneer correlation with market

correlation synergy
Very good diversification
Overlapping area represents the amount of risk that can be diversified away by holding Baroda Pioneer Growth B Dir Di and equity matching DJI index in the same portfolio.

Baroda Pioneer Volatility Indicators

Baroda Pioneer Growth B Dir Div Current Risk Indicators

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