Kotak Mahindra (India) Risk Analysis And Volatility

KTKKIGFGD -- India Stock  

 10.00  0.00  0.00%

Our philosophy 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 Kotak Mahindra which you can use to evaluate future volatility of the firm. Please verify Kotak Mahindra Mutual Fund to check out if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

Kotak Mahindra Mutual Technical Analysis

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Kotak Mahindra Projected Return Density Against Market

Assuming 30 trading days horizon, Kotak Mahindra has beta of 0.0 indicating the returns on DOW and Kotak Mahindra do not appear to be highly-sensitive. Furthermore, It does not look like the company alpha can have any bearing on the equity current valuation.
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.00
β
Beta against DOW=0.00
σ
Overall volatility
=0.00
Ir
Information ratio =0.00

Kotak Mahindra Return Volatility

the firm accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 0.8135% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Kotak Mahindra Investment Opportunity

DOW has a standard deviation of returns of 0.81 and is 9.223372036854776E16 times more volatile than Kotak Mahindra Mutual Fund. 0% of all equities and portfolios are less risky than Kotak Mahindra. Compared to the overall equity markets, volatility of historical daily returns of Kotak Mahindra Mutual Fund is lower than 0 (%) of all global equities and portfolios over the last 30 days.

Kotak Mahindra Current Risk Indicators

Kotak Mahindra Suggested Diversification Pairs

Please see also Stocks Correlation. Please also try Piotroski F Score module to get piotroski f score based on binary analysis strategy of nine different fundamentals.
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