Kotak MT (India) Risk Analysis And Volatility

KOTAKMTDIRAN -- India Fund  

INR 15.63  0.01  0.06%

Our philosophy towards estimating 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 Kotak MT which you can use to evaluate future volatility of the organization. Please verify Kotak MT Dir Ann Div Mean Deviation of 0.3927, Risk Adjusted Performance of 0.3869 and Coefficient Of Variation of 441.76 to check out if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

Kotak MT Market Sensitivity

As returns on market increase, returns on owning Kotak MT are expected to decrease at a much smaller rate. During bear market, Kotak MT is likely to outperform the market.
2 Months Beta |Analyze Kotak MT Dir Demand Trend
Check current 30 days Kotak MT correlation with market (DOW)
β = -0.1212

Kotak MT Central Daily Price Deviation

Kotak MT Dir 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.

Kotak MT Projected Return Density Against Market

Assuming 30 trading days horizon, Kotak MT Dir Ann Div has beta of -0.1212 indicating as returns on benchmark increase, returns on holding Kotak MT are expected to decrease at a much smaller rate. During bear market, however, Kotak MT Dir Ann Div is likely to outperform the market. Moreover, The company has an alpha of 0.2467 implying that it can potentially generate 0.2467% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.25
β
Beta against DOW=0.12
σ
Overall volatility
=0.00
Ir
Information ratio =0.02

Kotak MT Return Volatility

the fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 1.5638% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Kotak MT Volatility Factors

60 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

60 Days Economic Sensitivity

Insignificant

Investment Outlook

Kotak MT Investment Opportunity

DOW has a standard deviation of returns of 1.56 and is 9.223372036854776E16 times more volatile than Kotak MT Dir Ann Div. 0% of all equities and portfolios are less risky than Kotak MT. Compared to the overall equity markets, volatility of historical daily returns of Kotak MT Dir Ann Div is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use Kotak MT Dir Ann Div to enhance returns of your portfolios. The fund experiences normal upward fluctuation. Check odds of Kotak MT to be traded at 16.41 in 30 days. . As returns on market increase, returns on owning Kotak MT are expected to decrease at a much smaller rate. During bear market, Kotak MT is likely to outperform the market.

Kotak MT correlation with market

correlation synergy
Very good diversification
Overlapping area represents the amount of risk that can be diversified away by holding Kotak MT Dir Ann Div and equity matching DJI index in the same portfolio.

Kotak MT Volatility Indicators

Kotak MT Dir Ann Div Current Risk Indicators

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