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 TrendCheck current 30 days KOTAKPSUB correlation with market (DOW)|
β = -0.0057
KOTAKPSUB Central Daily Price Deviation
KOTAKPSUB Technical Analysis
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.
KOTAKPSUB Projected Return Density Against MarketAssuming 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
|Alpha over DOW||=||1.35|
|Beta against DOW||=||0.0057|
KOTAKPSUB Return Volatilitythe 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.
Check real value of public entities based on technical and fundamental data
|All Next||Launch Equity Valuation|
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.
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.