Birla Sun (India) Risk Analysis And Volatility

F00000PDPE -- India Fund  

INR 10.04  0.16  0.02%

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 Birla Sun Life Gold Fund Dir Gr which you can use to evaluate future volatility of the entity. Please confirm Birla Sun Life Mean Deviation of 1.33, Risk Adjusted Performance of 0.0171 and Downside Deviation of 1.89 to double-check if risk estimate we provide are consistent with the epected return of 0.0%.
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.
2 Months Beta |Analyze Birla Sun Life Demand Trend
Check current 30 days Birla Sun correlation with market (DOW)
β = 0.1228

Birla Sun Central Daily Price Deviation

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 0.1228 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. Moreover, The company has an alpha of 0.0155 implying that it can potentially generate 0.0155% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.0155
β
Beta against DOW=0.12
σ
Overall volatility
=0.00
Ir
Information ratio =0.0285

Birla Sun Return Volatility

the fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 1.9932% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Birla Sun Volatility Factors

60 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

60 Days Economic Sensitivity

Insignificant

Investment Outlook

Birla Sun Investment Opportunity

DOW has a standard deviation of returns of 1.99 and is 9.223372036854776E16 times more volatile than Birla Sun Life Gold Fund Dir Gr. 0% 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 0 (%) of all global equities and portfolios over the last 30 days. Use Birla Sun Life Gold Fund Dir Gr to protect your portfolios against small markets fluctuations. The fund experiences normal downward trend and little activity. Check odds of Birla Sun to be traded at 9.94 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

correlation synergy
Average 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

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