Escorts High (India) Risk Analysis And Volatility Evaluation

F00000PDX0 -- India Fund  

INR 37.55  0.24  0.64%

Macroaxis considers Escorts High to be unknown risk. Escorts High Yield secures Sharpe Ratio (or Efficiency) of -0.6395 which denotes Escorts High Yield had -0.6395% of return per unit of standard deviation over the last 1 month. Macroaxis philosophy in predicting risk of any fund is to look at both systematic and un-systematic factors of the business, including all available market data and technical indicators. Escorts High Yield Equity Dir Gr exposes nineteen different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to confirm Escorts High Yield Downside Deviation of 0.4099, Mean Deviation of 0.4643 and Coefficient Of Variation of 810.84 to check risk estimate we provide.
Horizon     30 Days    Login   to change

Escorts High Yield Technical Analysis

Transformation
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Escorts High Projected Return Density Against Market

Assuming 30 trading days horizon, Escorts High has beta of 0.0 suggesting unless we do not have required data, the returns on DOW and Escorts High are completely uncorrelated. Furthermore, Escorts High Yield Equity Dir GrIt does not look like Escorts High alpha can have any bearing on the equity current valuation.
Assuming 30 trading days horizon, the coefficient of variation of Escorts High is -156.37. The daily returns are destributed with a variance of 0.77 and standard deviation of 0.88. The mean deviation of Escorts High Yield Equity Dir Gr is currently at 0.64. For similar time horizon, the selected benchmark (DOW) has volatility of 0.0
α
Alpha over DOW
=0.00
β
Beta against DOW=0.00
σ
Overall volatility
=0.88
Ir
Information ratio =0.00

Escorts High Return Volatility

Escorts High Yield Equity Dir Gr accepts 0.8782% volatility on return distribution over the 30 days horizon. DOW inherits 0.0% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Escorts High Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity

Unaffected

Investment Outlook

Escorts High Investment Opportunity

Escorts High Yield Equity Dir Gr has a volatility of 0.88 and is 2.0 times more volatile than DOW. 7% of all equities and portfolios are less risky than Escorts High. Compared to the overall equity markets, volatility of historical daily returns of Escorts High Yield Equity Dir Gr is lower than 7 (%) of all global equities and portfolios over the last 30 days.

Escorts High Volatility Indicators

Escorts High Yield Equity Dir Gr Current Risk Indicators

Additionally see Investing Opportunities. Please also try Equity Forecasting module to use basic forecasting models to generate price predictions and determine price momentum.
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