INGGLOBALREA (India) Risk Analysis And Volatility

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 3.33 and Risk Adjusted Performance of (1.14) 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, returns on owning INGGLOBALREA are expected to decrease at a much smaller rate. During bear market, INGGLOBALREA is likely to outperform the market.
2 Months Beta |Analyze INGGLOBALREA Demand Trend
Check current 30 days INGGLOBALREA correlation with market (DOW)
β = -0.0022

INGGLOBALREA Central Daily Price Deviation

INGGLOBALREA Technical Analysis

Transformation
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INGGLOBALREA Projected Return Density Against Market

Assuming 30 trading days horizon, INGGLOBALREA has beta of -0.0022 . This indicates as returns on benchmark increase, returns on holding INGGLOBALREA are expected to decrease at a much smaller rate. During bear market, however, INGGLOBALREA is likely to outperform the market. Additionally, The company has a negative alpha implying that the risk taken by holding this equity is not justified. INGGLOBALREA is significantly underperforming DOW.
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.0074
β
Beta against DOW=0.0022
σ
Overall volatility
=0.00
Ir
Information ratio =4.05

INGGLOBALREA Return Volatility

the fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 1.9997% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

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Investment Outlook

INGGLOBALREA Investment Opportunity

DOW has a standard deviation of returns of 2.0 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 protect your portfolios against small markets fluctuations. The fund experiences moderate downward daily trend and can be a good diversifier. Check odds of INGGLOBALREA to be traded at 0.0 in 30 days. . As returns on market increase, returns on owning INGGLOBALREA are expected to decrease at a much smaller rate. During bear market, INGGLOBALREA is likely to outperform the market.

INGGLOBALREA correlation with market

correlation synergy
Good 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

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