IDBI ST (India) Risk Analysis And Volatility

IDBISTBONDGR -- India Fund  

INR 18.04  0.02  0.00%

Our approach into determining 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 technical indicators for IDBI ST which you can use to evaluate future volatility of the entity. Please check out IDBI ST Bond Gr Coefficient Of Variation of 276.29, Downside Deviation of 0.077 and Market Risk Adjusted Performance of 5.28 to validate if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

IDBI ST Market Sensitivity

As returns on market increase, IDBI ST returns are expected to increase less than the market. However during bear market, the loss on holding IDBI ST will be expected to be smaller as well.
2 Months Beta |Analyze IDBI ST Bond Demand Trend
Check current 30 days IDBI ST correlation with market (DOW)
β = 0.0241

IDBI ST Central Daily Price Deviation

IDBI ST Bond 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.

IDBI ST Projected Return Density Against Market

Assuming 30 trading days horizon, IDBI ST has beta of 0.0241 . This indicates as returns on market go up, IDBI ST average returns are expected to increase less than the benchmark. However during bear market, the loss on holding IDBI ST Bond Gr will be expected to be much smaller as well. Moreover, The company has an alpha of 0.1285 implying that it can potentially generate 0.1285% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.13
β
Beta against DOW=0.0241
σ
Overall volatility
=0.00
Ir
Information ratio =0.49

IDBI ST Return Volatility

the fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 1.9746% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

IDBI ST Volatility Factors

60 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

60 Days Economic Sensitivity

Insignificant

Investment Outlook

IDBI ST Investment Opportunity

DOW has a standard deviation of returns of 1.97 and is 9.223372036854776E16 times more volatile than IDBI ST Bond Gr. 0% of all equities and portfolios are less risky than IDBI ST. Compared to the overall equity markets, volatility of historical daily returns of IDBI ST Bond Gr is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use IDBI ST Bond Gr to enhance returns of your portfolios. The fund experiences normal upward fluctuation. Check odds of IDBI ST to be traded at 18.94 in 30 days. . As returns on market increase, IDBI ST returns are expected to increase less than the market. However during bear market, the loss on holding IDBI ST will be expected to be smaller as well.

IDBI ST correlation with market

correlation synergy
Average diversification
Overlapping area represents the amount of risk that can be diversified away by holding IDBI ST Bond Gr and equity matching DJI index in the same portfolio.

IDBI ST Volatility Indicators

IDBI ST Bond Gr Current Risk Indicators

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