UTI Balanced (India) Risk Analysis And Volatility Evaluation

UTIBALANCEDA -- India Fund  

INR 168.93  0.62  0.37%

Our way in which we are measuring volatility of a fund is to use all available market data together with fund specific technical indicators that cannot be diversified away. We have found twenty technical indicators for UTI Balanced Gr which you can use to evaluate future volatility of the fund. Please validate UTI Balanced Risk Adjusted Performance of 0.0996 and Standard Deviation of 3.43 to confirm if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

UTI Balanced Market Sensitivity

As market goes up, the company is expected to significantly outperform it. However, if the market returns are negative, UTI Balanced will likely underperform.
One Month Beta |Analyze UTI Balanced Gr Demand Trend
Check current 30 days UTI Balanced correlation with market (DOW)
β = 4.2137
UTI Balanced Large BetaUTI Balanced Gr Beta Legend

UTI Balanced Gr Technical Analysis

Transformation
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UTI Balanced Projected Return Density Against Market

Assuming 30 trading days horizon, the fund has beta coefficient of 4.2137 . This entails as the benchmark fluctuates upward, the company is expected to outperform it on average. However, if the benchmark returns are expected to be negative, UTI Balanced will likely underperform. Moreover, UTI Balanced Gr has an alpha of 0.5031 implying that it can potentially generate 0.5031% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.50
β
Beta against DOW=4.21
σ
Overall volatility
=0.00
Ir
Information ratio =0.22

UTI Balanced Return Volatility

UTI Balanced Gr accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 0.3625% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

UTI Balanced Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity

Unaffected

Investment Outlook

UTI Balanced Investment Opportunity

DOW has a standard deviation of returns of 0.36 and is 9.223372036854776E16 times more volatile than UTI Balanced Gr. 0% of all equities and portfolios are less risky than UTI Balanced. Compared to the overall equity markets, volatility of historical daily returns of UTI Balanced Gr is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use UTI Balanced Gr to enhance returns of your portfolios. The fund experiences normal upward fluctuation. Check odds of UTI Balanced to be traded at 177.38 in 30 days. As market goes up, the company is expected to significantly outperform it. However, if the market returns are negative, UTI Balanced will likely underperform.

UTI Balanced correlation with market

Very weak diversification
Overlapping area represents the amount of risk that can be diversified away by holding UTI Balanced Gr and equity matching DJI index in the same portfolio.

UTI Balanced Volatility Indicators

UTI Balanced Gr Current Risk Indicators

Also please take a look at World Market Map. Please also try Correlation Analysis module to reduce portfolio risk simply by holding instruments which are not perfectly correlated.
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