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 1.05 and Risk Adjusted Performance of 0.17 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.
One Month Beta |Analyze INGGLOBALREA Demand Trend
Check current 30 days INGGLOBALREA correlation with market (DOW)
β = -0.0062
INGGLOBALREA Almost negative betaINGGLOBALREA Beta Legend

INGGLOBALREA Technical Analysis

Transformation
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INGGLOBALREA Projected Return Density Against Market

Assuming 30 trading days horizon, INGGLOBALREA has beta of -0.0062 . 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, 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
=0.0059
β
Beta against DOW=0.0062
σ
Overall volatility
=0.00
Ir
Information ratio =7.01

INGGLOBALREA Return Volatility

INGGLOBALREA accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 0.4208% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

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Positions Ratings

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Investment Outlook

INGGLOBALREA Investment Opportunity

DOW has a standard deviation of returns of 0.42 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, 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

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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