INGGLOBALREA (India) Risk Analysis And Volatility Evaluation

INGGLOBALREA -- India Fund  

INR 17.73  0.01  0.06%

Our philosophy towards 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-one technical indicators for INGGLOBALREA which you can use to evaluate future volatility of the entity. Please check out INGGLOBALREA Market Risk Adjusted Performance of 8.78 and Risk Adjusted Performance of 0.61 to validate if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

INGGLOBALREA Market Sensitivity

As returns on market increase, INGGLOBALREA returns are expected to increase less than the market. However during bear market, the loss on holding INGGLOBALREA will be expected to be smaller as well.
One Month Beta |Analyze INGGLOBALREA Demand Trend
Check current 30 days INGGLOBALREA correlation with market (DOW)
β = 8.0E-4
INGGLOBALREA Small BetaINGGLOBALREA Beta Legend

INGGLOBALREA 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.

INGGLOBALREA Projected Return Density Against Market

Assuming 30 trading days horizon, INGGLOBALREA has beta of 8.0E-4 . This indicates as returns on market go up, INGGLOBALREA average returns are expected to increase less than the benchmark. However during bear market, the loss on holding INGGLOBALREA will be expected to be much smaller as well. Additionally, INGGLOBALREA 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
=0.0072
β
Beta against DOW=0.0008
σ
Overall volatility
=0.00
Ir
Information ratio =13.15

INGGLOBALREA Return Volatility

INGGLOBALREA accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.2393% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Did you try this?

Run Transaction History Now

   

Transaction History

View history of all your transactions and understand their impact on performance
All  Next Launch Transaction History

Investment Outlook

INGGLOBALREA Investment Opportunity

DOW has a standard deviation of returns of 1.24 and is 9.223372036854776E16 times more volatile than INGGLOBALREA. 0% of all equities and portfolios are less risky than INGGLOBALREA. Compared to the overall equity markets, volatility of historical daily returns of INGGLOBALREA is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use INGGLOBALREA to enhance returns of your portfolios. The fund experiences normal upward fluctuation. Check odds of INGGLOBALREA to be traded at 18.62 in 30 days. As returns on market increase, INGGLOBALREA returns are expected to increase less than the market. However during bear market, the loss on holding INGGLOBALREA will be expected to be smaller as well.

INGGLOBALREA correlation with market

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

INGGLOBALREA Volatility Indicators

INGGLOBALREA Current Risk Indicators

Please also check Risk vs Return Analysis. Please also try Portfolio Center module to all portfolio management and optimization tools to improve performance of your portfolios.
Search macroaxis.com