Birla Sun (India) Risk Analysis And Volatility Evaluation

F00000PDPE -- India Fund  

INR 10.17  0.01  0.1%

Birla Sun is unknown risk given 1 month investment horizon. Birla Sun Life secures Sharpe Ratio (or Efficiency) of 0.5774 which signifies that Birla Sun Life had 0.5774% of return per unit of risk over the last 1 month. Our philosophy towards foreseeing risk of a fund is to use both market data as well as company specific technical data. We found twenty-one different technical indicators which can help you to evaluate if expected returns of 1.8326% are justified by taking the suggested risk. Use Birla Sun Risk Adjusted Performance of 0.06 and Mean Deviation of 0.753 to evaluate company specific risk that cannot be diversified away.
Horizon     30 Days    Login   to change

Birla Sun Market Sensitivity

As returns on market increase, Birla Sun returns are expected to increase less than the market. However during bear market, the loss on holding Birla Sun will be expected to be smaller as well.
One Month Beta |Analyze Birla Sun Life Demand Trend
Check current 30 days Birla Sun correlation with market (DOW)
β = 0.6107
Birla Sun Small BetaBirla Sun Life Beta Legend

Birla Sun Life Technical Analysis

Transformation
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Birla Sun Projected Return Density Against Market

Assuming 30 trading days horizon, Birla Sun has beta of 0.6107 suggesting as returns on market go up, Birla Sun average returns are expected to increase less than the benchmark. However during bear market, the loss on holding Birla Sun Life Gold Fund Dir Gr will be expected to be much smaller as well. Additionally, Birla Sun Life Gold Fund Dir Gr 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 
Assuming 30 trading days horizon, the coefficient of variation of Birla Sun is 173.21. The daily returns are destributed with a variance of 10.08 and standard deviation of 3.17. The mean deviation of Birla Sun Life Gold Fund Dir Gr is currently at 2.44. For similar time horizon, the selected benchmark (DOW) has volatility of 0.45
α
Alpha over DOW
=0.25
β
Beta against DOW=0.61
σ
Overall volatility
=3.17
Ir
Information ratio =0.33

Birla Sun Return Volatility

Birla Sun Life Gold Fund Dir Gr accepts 3.1742% volatility on return distribution over the 30 days horizon. DOW inherits 0.4529% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Birla Sun Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity

Unaffected

Investment Outlook

Birla Sun Investment Opportunity

Birla Sun Life Gold Fund Dir Gr has a volatility of 3.17 and is 7.04 times more volatile than DOW. 28% of all equities and portfolios are less risky than Birla Sun. Compared to the overall equity markets, volatility of historical daily returns of Birla Sun Life Gold Fund Dir Gr is lower than 28 (%) of all global equities and portfolios over the last 30 days. Use Birla Sun Life Gold Fund Dir Gr to enhance returns of your portfolios. The fund experiences normal upward fluctuation. Check odds of Birla Sun to be traded at 10.68 in 30 days. As returns on market increase, Birla Sun returns are expected to increase less than the market. However during bear market, the loss on holding Birla Sun will be expected to be smaller as well.

Birla Sun correlation with market

Modest diversification
Overlapping area represents the amount of risk that can be diversified away by holding Birla Sun Life Gold Fund Dir G and equity matching DJI index in the same portfolio.

Birla Sun Volatility Indicators

Birla Sun Life Gold Fund Dir Gr Current Risk Indicators

Additionally see Investing Opportunities. Please also try Technical Analysis module to check basic technical indicators and analysis based on most latest market data.
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