The company secures Beta (Market Risk) of -0.0057 which conveys that as returns on market increase, returns on owning KOTAKPSUB are expected to decrease at a much smaller rate. During bear market, KOTAKPSUB is likely to outperform the market. Although it is extremely important to respect KOTAKPSUB price patterns, it is better to be realistic regarding the information on equity historical price patterns. The approach towards estimating future performance of any stock is to evaluate the business as a whole together with its past performance including all available fundamental and technical indicators. By inspecting KOTAKPSUB technical indicators you can now evaluate if the expected return of 0.0% will be sustainable into the future. KOTAKPSUB currently secures a risk of 0.0%. Please verify KOTAKPSUB Information Ratio, Value At Risk as well as the relationship between Value At Risk and Expected Short fall to decide if KOTAKPSUB will be following its current price movements.
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KOTAKPSUB Relative Risk vs. Return LandscapeIf you would invest 27,461 in KOTAKPSUB on January 19, 2019 and sell it today you would earn a total of 0.00 from holding KOTAKPSUB or generate 0.0% return on investment over 30 days. KOTAKPSUB is generating negative expected returns and assumes 0.0% volatility on return distribution over the 30 days horizon. Simply put, 0% of equities are less volatile than KOTAKPSUB and 99% of equity instruments are likely to generate higher returns than the company over the next 30 trading days.
Daily Expected Return (%)
KOTAKPSUB Market Risk Analysis
Sharpe Ratio = 0.0
Risk-Adjusted PerformanceOver the last 30 days KOTAKPSUB has generated negative risk-adjusted returns adding no value to investors with long positions.