UTI Balanced (India) Risk Analysis And Volatility Evaluation

UTIBALANCEDA -- India Fund  

INR 155.61  6.38  3.94%

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 0.118 and Coefficient Of Variation of 1099.58 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.
One Month Beta |Analyze UTI Balanced Gr Demand Trend
Check current 30 days UTI Balanced correlation with market (DOW)
β = -0.5055

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 -0.5055 . 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, UTI Balanced Gr has an alpha of 0.3054 implying that it can potentially generate 0.3054% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.31
β
Beta against DOW=0.51
σ
Overall volatility
=0.00
Ir
Information ratio =0.11

UTI Balanced Return Volatility

UTI Balanced Gr accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.1955% 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

Insignificant

Investment Outlook

UTI Balanced Investment Opportunity

DOW has a standard deviation of returns of 1.2 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 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 149.39 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

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