Sahara Infrastructure (India) Risk Analysis And Volatility

F0GBR06R5P -- India Fund  

INR 17.99  0.48  2.60%

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 Sahara Infrastructure Fixed Pric Div which you can use to evaluate future volatility of the fund. Please validate Sahara Infrastructure Coefficient Of Variation of (770.57) and Risk Adjusted Performance of (0.26) to confirm if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

Sahara Infrastructure Market Sensitivity

As returns on market increase, returns on owning Sahara Infrastructure are expected to decrease at a much smaller rate. During bear market, Sahara Infrastructure is likely to outperform the market.
2 Months Beta |Analyze Sahara Infrastructure Demand Trend
Check current 30 days Sahara Infrastructure correlation with market (DOW)
β = -0.0238

Sahara Infrastructure Central Daily Price Deviation

Sahara Infrastructure Technical Analysis

Transformation
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Sahara Infrastructure Projected Return Density Against Market

Assuming 30 trading days horizon, Sahara Infrastructure Fixed Pric Div has beta of -0.0238 suggesting as returns on benchmark increase, returns on holding Sahara Infrastructure are expected to decrease at a much smaller rate. During bear market, however, Sahara Infrastructure Fixed Pric Div is likely to outperform the market. Additionally, Sahara Infrastructure Fixed Pric Div 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 
α
Alpha over DOW
=0.18
β
Beta against DOW=0.02
σ
Overall volatility
=0.00
Ir
Information ratio =0.0036

Sahara Infrastructure Return Volatility

Sahara Infrastructure Fixed Pric Div accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 2.0388% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Sahara Infrastructure Volatility Factors

60 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

60 Days Economic Sensitivity

Insignificant

Investment Outlook

Sahara Infrastructure Investment Opportunity

DOW has a standard deviation of returns of 2.04 and is 9.223372036854776E16 times more volatile than Sahara Infrastructure Fixed Pric Div. 0% of all equities and portfolios are less risky than Sahara Infrastructure. Compared to the overall equity markets, volatility of historical daily returns of Sahara Infrastructure Fixed Pric Div is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use Sahara Infrastructure Fixed Pric Div to protect your portfolios against small markets fluctuations. The fund experiences unexpected downward movement. The market is reacting to new fundamentals. Check odds of Sahara Infrastructure to be traded at 17.27 in 30 days. . As returns on market increase, returns on owning Sahara Infrastructure are expected to decrease at a much smaller rate. During bear market, Sahara Infrastructure is likely to outperform the market.

Sahara Infrastructure correlation with market

correlation synergy
Good diversification
Overlapping area represents the amount of risk that can be diversified away by holding Sahara Infrastructure Fixed Pr and equity matching DJI index in the same portfolio.

Sahara Infrastructure Volatility Indicators

Sahara Infrastructure Fixed Pric Div Current Risk Indicators

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