Sundaram Money (India) Risk Analysis And Volatility

F00000PX98 -- India Fund  

INR 13.83  0.0039  0.0282%

We consider Sundaram Money unknown risk. Sundaram Money Reg owns Efficiency Ratio (i.e. Sharpe Ratio) of 1.4191 which indicates the organization had 1.4191% of return per unit of risk over the last 2 months. Our philosophy towards 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 Sundaram Money Reg Bns which you can use to evaluate future volatility of the fund. Please validate Sundaram Money Risk Adjusted Performance of 0.5113 and Coefficient Of Variation of 282.42 to confirm if risk estimate we provide are consistent with the epected return of 0.0287%.
Horizon     30 Days    Login   to change

Sundaram Money Reg Technical Analysis

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Sundaram Money Projected Return Density Against Market

Assuming 30 trading days horizon, Sundaram Money has beta of 0.0 suggesting the returns on DOW and Sundaram Money do not appear to be highly reactive. Furthermore, It does not look like the company alpha can have any bearing on the equity current valuation.
 Predicted Return Density 
Assuming 30 trading days horizon, the coefficient of variation of Sundaram Money is 70.46. The daily returns are destributed with a variance of 0.0 and standard deviation of 0.02. The mean deviation of Sundaram Money Reg Bns is currently at 0.02. For similar time horizon, the selected benchmark (DOW) has volatility of 1.79
Alpha over DOW
Beta against DOW=0.00
Overall volatility
Information ratio =0.25

Sundaram Money Return Volatility

the fund accepts 0.0202% volatility on return distribution over the 30 days horizon. the entity inherits 1.9214% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 

Market Risk Breakdown

Sundaram Money Volatility Factors

60 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

60 Days Economic Sensitivity


Investment Outlook

Sundaram Money Investment Opportunity

DOW has a standard deviation of returns of 1.92 and is 96.0 times more volatile than Sundaram Money Reg Bns. 0% of all equities and portfolios are less risky than Sundaram Money. Compared to the overall equity markets, volatility of historical daily returns of Sundaram Money Reg Bns is lower than 0 (%) of all global equities and portfolios over the last 30 days.

Sundaram Money Volatility Indicators

Sundaram Money Reg Bns Current Risk Indicators

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