KOTAKPSUB (India) Risk Analysis And Volatility Evaluation

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 0.45 and Mean Deviation of 2.95 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.
One Month Beta |Analyze KOTAKPSUB Demand Trend
Check current 30 days KOTAKPSUB correlation with market (DOW)
β = -0.3597

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 -0.3597 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, KOTAKPSUB has a negative alpha implying that the risk taken by holding this equity is not justified. The company is significantly underperforming DOW
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=1.76
β
Beta against DOW=0.36
σ
Overall volatility
=0.00
Ir
Information ratio =0.36

KOTAKPSUB Return Volatility

KOTAKPSUB accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.1967% 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 1.2 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. Use KOTAKPSUB to protect against small markets fluctuations. The stock experiences very speculative upward sentiment.. Check odds of KOTAKPSUB to be traded at 0.0 in 30 days. 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.

KOTAKPSUB correlation with market

correlation synergy
Good diversification
Overlapping area represents the amount of risk that can be diversified away by holding KOTAKPSUB and equity matching DJI index in the same portfolio.

KOTAKPSUB Volatility Indicators

KOTAKPSUB Current Risk Indicators

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