Our approach towards forecasting 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 RELIANCE MUTUAL FUND which you can use to evaluate future volatility of the company. Please check RELIANCE MUTUAL FUND Risk Adjusted Performance of
(0.05) to confirm if risk estimate we provide are consistent with the epected return of 0.0%.
|Horizon||30 Days Login to change|
RELIANCE MUTUAL Market Sensitivity
|As returns on market increase, returns on owning RELIANCE MUTUAL are expected to decrease at a much smaller rate. During bear market, RELIANCE MUTUAL is likely to outperform the market. 2 Months Beta |Analyze RELIANCE MUTUAL FUND Demand TrendCheck current 30 days RELIANCE MUTUAL correlation with market (DOW)|
β = -0.346
RELIANCE MUTUAL Central Daily Price Deviation
RELIANCE MUTUAL FUND Technical Analysis
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RELIANCE MUTUAL Projected Return Density Against MarketAssuming 30 trading days horizon, RELIANCE MUTUAL FUND RELIANC has beta of -0.346 . This implies as returns on benchmark increase, returns on holding RELIANCE MUTUAL are expected to decrease at a much smaller rate. During bear market, however, RELIANCE MUTUAL FUND RELIANC 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. RELIANCE MUTUAL FUND is significantly underperforming DOW.
Predicted Return Density
|Alpha over DOW||=||0.18|
|Beta against DOW||=||0.35|
RELIANCE MUTUAL Return Volatilitythe business accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 0.6558% risk (volatility on return distribution) over the 30 days horizon.
RELIANCE MUTUAL Investment Opportunity
DOW has a standard deviation of returns of 0.66 and is 9.223372036854776E16 times more volatile than RELIANCE MUTUAL FUND RELIANC. 0% of all equities and portfolios are less risky than RELIANCE MUTUAL. Compared to the overall equity markets, volatility of historical daily returns of RELIANCE MUTUAL FUND RELIANC is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use RELIANCE MUTUAL FUND RELIANC to protect your portfolios against small markets fluctuations. The stock experiences normal downward trend, but the immediate impact on correlations cannot be determined at the moment . Check odds of RELIANCE MUTUAL to be traded at 11.85 in 30 days. . As returns on market increase, returns on owning RELIANCE MUTUAL are expected to decrease at a much smaller rate. During bear market, RELIANCE MUTUAL is likely to outperform the market.
RELIANCE MUTUAL correlation with market
RELIANCE MUTUAL Current Risk Indicators
|Risk Adjusted Performance||(0.05)|
|Market Risk Adjusted Performance||0.674|
|Coefficient Of Variation||(1,063)|
RELIANCE MUTUAL Suggested Diversification Pairs