UTI Balanced (India) Risk Analysis And Volatility

UTIBALANCEDA -- India Fund  

INR 161.03  4.22  2.55%

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-one 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 0.2863 and Coefficient Of Variation of 635.88 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 returns on market increase, returns on owning UTI Balanced are expected to decrease at a much smaller rate. During bear market, UTI Balanced is likely to outperform the market.
2 Months Beta |Analyze UTI Balanced Gr Demand Trend
Check current 30 days UTI Balanced correlation with market (DOW)
β = -0.0089

UTI Balanced Central Daily Price Deviation

UTI Balanced Gr Technical Analysis

Transformation
We are not able to run technical analysis function on this symbol. We either do not have that equity or its historical data is not available at this time. Please try again later.

UTI Balanced Projected Return Density Against Market

Assuming 30 trading days horizon, UTI Balanced Gr has beta of -0.0089 . This entails as returns on benchmark increase, returns on holding UTI Balanced are expected to decrease at a much smaller rate. During bear market, however, UTI Balanced Gr is likely to outperform the market. Moreover, The company has an alpha of 0.4793 implying that it can potentially generate 0.4793% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.48
β
Beta against DOW=0.0089
σ
Overall volatility
=0.00
Ir
Information ratio =0.13

UTI Balanced Return Volatility

the fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 1.8964% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

UTI Balanced Volatility Factors

60 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

60 Days Economic Sensitivity

Insignificant

Investment Outlook

UTI Balanced Investment Opportunity

DOW has a standard deviation of returns of 1.9 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 protect your portfolios against small markets fluctuations. The fund experiences unexpected downward movement. The market is reacting to new fundamentals. Check odds of UTI Balanced to be traded at 154.59 in 30 days. . As returns on market increase, returns on owning UTI Balanced are expected to decrease at a much smaller rate. During bear market, UTI Balanced is likely to outperform the market.

UTI Balanced correlation with market

correlation synergy
Good 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 Portfolio Backtesting module to avoid under-diversification and over-optimization by backtesting your portfolios.
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