Alpskotak India Growth Fund Market Value
| INFCX Fund | USD 14.87 0.13 0.87% |
| 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.
| 04/21/2025 |
| 07/20/2025 |
If you would invest 0.00 in Alps/kotak India on April 21, 2025 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 Black Oak, Transamerica Emerging, Oberweis Emerging, Nasdaq 100, Multi-asset Growth, Johcm Emerging, and Seafarer Overseas. 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.
| Downside Deviation | 0.9404 | |||
| Information Ratio | 0.0118 | |||
| Maximum Drawdown | 5.25 | |||
| Value At Risk | (1.37) | |||
| Potential Upside | 1.52 |
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 | 0.1455 | |||
| Jensen Alpha | 0.1124 | |||
| Total Risk Alpha | 0.005 | |||
| Sortino Ratio | 0.0124 | |||
| Treynor Ratio | 0.62 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Alps/kotak India's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Alpskotak India Growth Backtested Returns
At this stage we consider Alps/kotak Mutual Fund to be very steady. Alpskotak India Growth secures Sharpe Ratio (or Efficiency) of 0.0834, which signifies that the fund had a 0.0834 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Alpskotak India Growth, which you can use to evaluate the volatility of the entity. Please confirm Alps/kotak India's Mean Deviation of 0.7055, risk adjusted performance of 0.1455, and Downside Deviation of 0.9404 to double-check if the risk estimate we provide is consistent with the expected return of 0.0774%. The fund shows a Beta (market volatility) of 0.23, which signifies not very significant fluctuations relative to the market. 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 | 0.23 |
Weak predictability
Alpskotak India Growth has weak predictability. Overlapping area represents the amount of predictability between Alps/kotak India time series from 21st of April 2025 to 5th of June 2025 and 5th of June 2025 to 20th of July 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 0.23 indicates that over 23.0% of current Alps/kotak India price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.23 | |
| Spearman Rank Test | 0.23 | |
| Residual Average | 0.0 | |
| Price Variance | 0.03 |
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 |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.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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