|Horizon||30 Days Login to change|
Birla Sun Market Sensitivity
Birla Sun Life Technical Analysis
Birla Sun Projected Return Density Against MarketAssuming 30 trading days horizon, Birla Sun Life Frontline Equity Dir Gr has beta of -0.187 suggesting as returns on benchmark increase, returns on holding Birla Sun are expected to decrease at a much smaller rate. During bear market, however, Birla Sun Life Frontline Equity Dir Gr is likely to outperform the market. Moreover, Birla Sun Life Frontline Equity Dir Gr has an alpha of 0.0536 implying that it can potentially generate 0.0536% excess return over DOW after adjusting for the inherited market risk (beta).
Birla Sun Return VolatilityBirla Sun Life Frontline Equity Dir Gr accepts 0.8308% volatility on return distribution over the 30 days horizon. DOW inherits 1.3062% risk (volatility on return distribution) over the 30 days horizon.