|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.One Month Beta |Analyze Kotak MT Dir Demand TrendCheck current 30 days Kotak MT correlation with market (DOW)|
β = -0.1114
Kotak MT Dir Technical Analysis
Kotak MT Projected Return Density Against MarketAssuming 30 trading days horizon, Kotak MT Dir Ann Div has beta of -0.1114 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, Kotak MT Dir Ann Div has an alpha of 0.0544 implying that it can potentially generate 0.0544% excess return over DOW after adjusting for the inherited market risk (beta).
Predicted Return Density
Kotak MT Return VolatilityKotak MT Dir Ann Div accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 0.389% risk (volatility on return distribution) over the 30 days horizon.