HDFC ST (India) Risk Analysis And Volatility Evaluation

HDFCSTOPPFTD -- India Fund  

INR 10.22  0.02  0.20%

Macroaxis considers HDFC ST to be unknown risk. HDFC ST Opp holds Efficiency (Sharpe) Ratio of -0.5401 which attests that HDFC ST Opp had -0.5401% of return per unit of return volatility over the last 1 month. Macroaxis approach into determining 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. HDFC ST Opp exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to check out HDFC ST to validate risk estimate we provide.
Horizon     30 Days    Login   to change

HDFC ST Opp Technical Analysis

Transformation
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HDFC ST Projected Return Density Against Market

Assuming 30 trading days horizon, HDFC ST has beta of 0.0 . This indicates unless we do not have required data, the returns on DOW and HDFC ST are completely uncorrelated. Furthermore, HDFC ST Opp Ft DivIt does not look like HDFC ST alpha can have any bearing on the equity current valuation.
 Predicted Return Density 
      Returns 
Assuming 30 trading days horizon, the coefficient of variation of HDFC ST is -185.16. The daily returns are destributed with a variance of 0.01 and standard deviation of 0.09. The mean deviation of HDFC ST Opp Ft Div is currently at 0.07. For similar time horizon, the selected benchmark (DOW) has volatility of 0.44
α
Alpha over DOW
=0.00
β
Beta against DOW=0.00
σ
Overall volatility
=0.09
Ir
Information ratio =0.00

HDFC ST Return Volatility

HDFC ST Opp Ft Div accepts 0.0905% volatility on return distribution over the 30 days horizon. DOW inherits 0.4448% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

HDFC ST Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity

Unaffected

Investment Outlook

HDFC ST Investment Opportunity

DOW has a standard deviation of returns of 0.44 and is 4.89 times more volatile than HDFC ST Opp Ft Div. 0% of all equities and portfolios are less risky than HDFC ST. Compared to the overall equity markets, volatility of historical daily returns of HDFC ST Opp Ft Div is lower than 0 (%) of all global equities and portfolios over the last 30 days.

HDFC ST Volatility Indicators

HDFC ST Opp Ft Div Current Risk Indicators

Please also check Risk vs Return Analysis. Please also try Technical Analysis module to check basic technical indicators and analysis based on most latest market data.
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