RELIANCE MUTUAL (India) Risk Analysis And Volatility Evaluation

RCLEDPLBDD -- India Stock  

INR 11.97  0.00  0.00%

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 0.26 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.
One Month Beta |Analyze RELIANCE MUTUAL FUND Demand Trend
Check current 30 days RELIANCE MUTUAL correlation with market (DOW)
β = -0.2013

RELIANCE MUTUAL Central Daily Price Deviation

RELIANCE MUTUAL FUND Technical Analysis

Transformation
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RELIANCE MUTUAL Projected Return Density Against Market

Assuming 30 trading days horizon, RELIANCE MUTUAL FUND RELIANC has beta of -0.2013 . 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, RELIANCE MUTUAL FUND RELIANC 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
=0.66
β
Beta against DOW=0.2
σ
Overall volatility
=0.00
Ir
Information ratio =0.18

RELIANCE MUTUAL Return Volatility

RELIANCE MUTUAL FUND RELIANC accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.1779% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

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Investment Outlook

RELIANCE MUTUAL Investment Opportunity

DOW has a standard deviation of returns of 1.18 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 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

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

RELIANCE MUTUAL Volatility Indicators

RELIANCE MUTUAL FUND RELIANC Current Risk Indicators

Additionally take a look at Your Equity Center. Please also try Alpha Finder module to use alpha and beta coefficients to find investment opportunities after accounting for the risk.
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