Our way in which we are measuring 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 UTI Bond Dir Div which you can use to evaluate future volatility of the fund. Please validate UTI Bond Coefficient Of Variation of
(6,050) and Risk Adjusted Performance of (0.022088) to confirm if risk estimate we provide are consistent with the epected return of 0.0%.
60 Days Market Risk
Chance of Distress in 24 months
60 Days Economic Sensitivity
Barely shadows market
|Horizon||30 Days Login to change|
UTI Bond Market Sensitivity
|As returns on market increase, UTI Bond returns are expected to increase less than the market. However during bear market, the loss on holding UTI Bond will be expected to be smaller as well. 2 Months Beta |Analyze UTI Bond Dir Demand TrendCheck current 30 days UTI Bond correlation with market (DOW)|
β = 0.0644
UTI Bond Central Daily Price Deviation
UTI Bond Dir Technical Analysis
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.
UTI Bond Projected Return Density Against MarketAssuming 30 trading days horizon, UTI Bond has beta of 0.0644 suggesting as returns on market go up, UTI Bond average returns are expected to increase less than the benchmark. However during bear market, the loss on holding UTI Bond Dir Div will be expected to be much smaller as well. Additionally, The company has a negative alpha implying that the risk taken by holding this equity is not justified. UTI Bond Dir is significantly underperforming DOW.
Predicted Return Density
|Alpha over DOW||=||0.02|
|Beta against DOW||=||0.06|
UTI Bond Return Volatilitythe fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 0.6457% risk (volatility on return distribution) over the 30 days horizon.
UTI Bond Investment Opportunity
DOW has a standard deviation of returns of 0.65 and is 9.223372036854776E16 times more volatile than UTI Bond Dir Div. 0% of all equities and portfolios are less risky than UTI Bond. Compared to the overall equity markets, volatility of historical daily returns of UTI Bond Dir Div is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use UTI Bond Dir Div to enhance returns of your portfolios. The fund experiences normal upward fluctuation. Check odds of UTI Bond to be traded at 18.73 in 30 days. . As returns on market increase, UTI Bond returns are expected to increase less than the market. However during bear market, the loss on holding UTI Bond will be expected to be smaller as well.
UTI Bond correlation with market
UTI Bond Current Risk Indicators
|Risk Adjusted Performance||(0.022088)|
|Market Risk Adjusted Performance||(0.22)|
|Coefficient Of Variation||(6,050)|
UTI Bond Suggested Diversification Pairs