Sahara Midcap (India) Risk Analysis And Volatility Evaluation

F0GBR06R61 -- India Fund  

INR 73.15  0.80  1.08%

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 Midcap Bns which you can use to evaluate future volatility of the fund. Please validate Sahara Midcap Coefficient Of Variation of 707.21 and Risk Adjusted Performance of 0.1575 to confirm if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

Sahara Midcap Market Sensitivity

As returns on market increase, returns on owning Sahara Midcap are expected to decrease at a much smaller rate. During bear market, Sahara Midcap is likely to outperform the market.
One Month Beta |Analyze Sahara Midcap Bns Demand Trend
Check current 30 days Sahara Midcap correlation with market (DOW)
β = -0.1092
Sahara Midcap Almost negative betaSahara Midcap Bns Beta Legend

Sahara Midcap Bns Technical Analysis

Transformation
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.

Sahara Midcap Projected Return Density Against Market

Assuming 30 trading days horizon, Sahara Midcap Bns has beta of -0.1092 suggesting as returns on benchmark increase, returns on holding Sahara Midcap are expected to decrease at a much smaller rate. During bear market, however, Sahara Midcap Bns is likely to outperform the market. Moreover, Sahara Midcap Bns has an alpha of 0.1198 implying that it can potentially generate 0.1198% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.12
β
Beta against DOW=0.11
σ
Overall volatility
=0.00
Ir
Information ratio =0.08

Sahara Midcap Return Volatility

Sahara Midcap Bns accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.211% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Sahara Midcap Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity

Insignificant

Investment Outlook

Sahara Midcap Investment Opportunity

DOW has a standard deviation of returns of 1.21 and is 9.223372036854776E16 times more volatile than Sahara Midcap Bns. 0% of all equities and portfolios are less risky than Sahara Midcap. Compared to the overall equity markets, volatility of historical daily returns of Sahara Midcap Bns is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use Sahara Midcap Bns to protect against small markets fluctuations. The fund experiences somewhat bearish sentiment, but market may correct it shortly. Check odds of Sahara Midcap to be traded at 70.96 in 30 days. As returns on market increase, returns on owning Sahara Midcap are expected to decrease at a much smaller rate. During bear market, Sahara Midcap is likely to outperform the market.

Sahara Midcap correlation with market

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

Sahara Midcap Volatility Indicators

Sahara Midcap Bns Current Risk Indicators

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