UTI FRF (India) Risk Analysis And Volatility Evaluation

UTIFRFSTDLDI -- India Fund  

INR 1,077  0.00  0.00%

We consider UTI FRF unknown risk. UTI FRF ST owns Efficiency Ratio (i.e. Sharpe Ratio) of 0.5 which indicates UTI FRF ST had 0.5% of return per unit of volatility over the last 1 month. 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 FRF ST Dl Div which you can use to evaluate future volatility of the fund. Please validate UTI FRF to confirm if risk estimate we provide are consistent with the epected return of 0.0035%.
Horizon     30 Days    Login   to change

UTI FRF ST Technical Analysis

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 FRF Projected Return Density Against Market

Assuming 30 trading days horizon, UTI FRF has beta of 0.0 . This entails unless we do not have required data, the returns on DOW and UTI FRF are completely uncorrelated. Furthermore, UTI FRF ST Dl DivIt does not look like UTI FRF alpha can have any bearing on the equity current valuation.
 Predicted Return Density 
Assuming 30 trading days horizon, the coefficient of variation of UTI FRF is 200.0. The daily returns are destributed with a variance of 0.0 and standard deviation of 0.01. The mean deviation of UTI FRF ST Dl Div is currently at 0.01. For similar time horizon, the selected benchmark (DOW) has volatility of 0.44
Alpha over DOW
Beta against DOW=0.00
Overall volatility
Information ratio =0.00

UTI FRF Return Volatility

UTI FRF ST Dl Div accepts 0.007% volatility on return distribution over the 30 days horizon. DOW inherits 0.4495% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 

Market Risk Breakdown

UTI FRF Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity


Investment Outlook

UTI FRF Investment Opportunity

DOW has a standard deviation of returns of 0.45 and is 45.0 times more volatile than UTI FRF ST Dl Div. 0% of all equities and portfolios are less risky than UTI FRF. Compared to the overall equity markets, volatility of historical daily returns of UTI FRF ST Dl Div is lower than 0 (%) of all global equities and portfolios over the last 30 days.

UTI FRF Volatility Indicators

UTI FRF ST Dl Div Current Risk Indicators

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