Alpskotak India Growth Fund Market Value
| INDIX Fund | USD 16.65 0.10 0.60% |
| Symbol | Alps/kotak |
Alps/kotak India 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Alps/kotak India's mutual fund what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Alps/kotak India.
| 12/29/2024 |
| 03/29/2025 |
If you would invest 0.00 in Alps/kotak India on December 29, 2024 and sell it all today you would earn a total of 0.00 from holding Alpskotak India Growth or generate 0.0% return on investment in Alps/kotak India over 90 days. Alps/kotak India is related to or competes with Massmutual Premier, Federated Hermes, Fidelity Advisor, Prudential Core, Harbor Diversified, and Voya Solution. Under normal circumstances, the fund will invest at least 80 percent of its net assets, plus any borrowings for investme... More
Alps/kotak India Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Alps/kotak India's mutual fund current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Alpskotak India Growth upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.05) | |||
| Maximum Drawdown | 3.49 | |||
| Value At Risk | (1.65) | |||
| Potential Upside | 1.23 |
Alps/kotak India Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Alps/kotak India's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Alps/kotak India's standard deviation. In reality, there are many statistical measures that can use Alps/kotak India historical prices to predict the future Alps/kotak India's volatility.| Risk Adjusted Performance | (0.08) | |||
| Jensen Alpha | (0.08) | |||
| Total Risk Alpha | (0.04) | |||
| Treynor Ratio | (0.30) |
Alpskotak India Growth Backtested Returns
Alpskotak India Growth secures Sharpe Ratio (or Efficiency) of -0.0689, which signifies that the fund had a -0.0689 % return per unit of risk over the last 3 months. Alpskotak India Growth exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Alps/kotak India's Risk Adjusted Performance of (0.08), standard deviation of 0.9404, and Mean Deviation of 0.7502 to double-check the risk estimate we provide. The fund shows a Beta (market volatility) of 0.33, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Alps/kotak India's returns are expected to increase less than the market. However, during the bear market, the loss of holding Alps/kotak India is expected to be smaller as well.
Auto-correlation | 0.16 |
Very weak predictability
Alpskotak India Growth has very weak predictability. Overlapping area represents the amount of predictability between Alps/kotak India time series from 29th of December 2024 to 12th of February 2025 and 12th of February 2025 to 29th of March 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Alpskotak India Growth price movement. The serial correlation of 0.16 indicates that over 16.0% of current Alps/kotak India price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.16 | |
| Spearman Rank Test | -0.36 | |
| Residual Average | 0.0 | |
| Price Variance | 0.11 |
Alpskotak India Growth lagged returns against current returns
Autocorrelation, which is Alps/kotak India mutual fund's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Alps/kotak India's mutual fund expected returns. We can calculate the autocorrelation of Alps/kotak India returns to help us make a trade decision. For example, suppose you find that Alps/kotak India has exhibited high autocorrelation historically, and you observe that the mutual fund is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Alps/kotak India regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Alps/kotak India mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Alps/kotak India mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Alps/kotak India mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Alps/kotak India Lagged Returns
When evaluating Alps/kotak India's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Alps/kotak India mutual fund have on its future price. Alps/kotak India autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Alps/kotak India autocorrelation shows the relationship between Alps/kotak India mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Alpskotak India Growth.
Regressed Prices |
| Timeline |
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Other Information on Investing in Alps/kotak Mutual Fund
Alps/kotak India financial ratios help investors to determine whether Alps/kotak Mutual Fund is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Alps/kotak with respect to the benefits of owning Alps/kotak India security.
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