Kotak MT (India) Risk Analysis And Volatility Evaluation

KOTAKMTDIRAN -- India Fund  

INR 15.26  0.00  0.00%

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 Coefficient Of Variation of 400.73, Mean Deviation of 0.1218 and Risk Adjusted Performance of 0.0881 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.
One Month Beta |Analyze Kotak MT Dir Demand Trend
Check current 30 days Kotak MT correlation with market (DOW)
β = -0.1114
Kotak MT Almost negative betaKotak MT Dir Beta Legend

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 -0.1114 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 
      Returns 
α
Alpha over DOW
=0.05
β
Beta against DOW=0.11
σ
Overall volatility
=0.00
Ir
Information ratio =0.22

Kotak MT Return Volatility

Kotak 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.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Kotak MT Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity

Unaffected

Investment Outlook

Kotak MT Investment Opportunity

DOW has a standard deviation of returns of 0.39 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 protect against small markets fluctuations. The fund experiences normal downward trend, but the immediate impact on correlations cannot be determined at the moment . Check odds of Kotak MT to be traded at 15.11 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

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

Please see also Stocks Correlation. Please also try Equity Valuation module to check real value of public entities based on technical and fundamental data.
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