KOTAKPSUB (India) Risk Analysis And Volatility

Our approach towards estimating volatility of a stock is to use all available market data together with stock specific technical indicators that cannot be diversified away. We have found twenty-one technical indicators for KOTAKPSUB which you can use to evaluate future volatility of the firm. Please verify KOTAKPSUB Risk Adjusted Performance of (0.59) and Mean Deviation of 2.38 to check out if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

KOTAKPSUB Market Sensitivity

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.
2 Months Beta |Analyze KOTAKPSUB Demand Trend
Check current 30 days KOTAKPSUB correlation with market (DOW)
β = -0.0057

KOTAKPSUB Central Daily Price Deviation

KOTAKPSUB Technical Analysis

Transformation
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KOTAKPSUB Projected Return Density Against Market

Assuming 30 trading days horizon, KOTAKPSUB has beta of -0.0057 indicating as returns on benchmark increase, returns on holding KOTAKPSUB are expected to decrease at a much smaller rate. During bear market, however, KOTAKPSUB is likely to outperform the market. Additionally, The company has a negative alpha implying that the risk taken by holding this equity is not justified. KOTAKPSUB is significantly underperforming DOW.
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=1.35
β
Beta against DOW=0.0057
σ
Overall volatility
=0.00
Ir
Information ratio =0.35

KOTAKPSUB Return Volatility

the enterprise accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 1.9038% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

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Investment Outlook

KOTAKPSUB Investment Opportunity

DOW has a standard deviation of returns of 1.9 and is 9.223372036854776E16 times more volatile than KOTAKPSUB. 0% of all equities and portfolios are less risky than KOTAKPSUB. Compared to the overall equity markets, volatility of historical daily returns of KOTAKPSUB is lower than 0 (%) of all global equities and portfolios over the last 30 days.

KOTAKPSUB Volatility Indicators

KOTAKPSUB Current Risk Indicators

Please see also Stocks Correlation. Please also try Competition Analyzer module to analyze and compare many basic indicators for a group of related or unrelated entities.
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