LIC MF (India) Alpha and Beta Analysis Overview

134878 -- India Fund  

INR 18.44  0.33  1.76%

This module allows you to check different measures of market premium for LIC MF ULIS 10Y RP RC Dir HY Div as well as systematic risk associated with investing in LIC MF over a specified time horizon. Check also Trending Equities.
Horizon     30 Days    Login   to change
Symbol
Run Premiums

LIC MF Market Premiums

α0.96β0.48
30 days against DJI
Risk Adjusted Performance  

0.1391

Jensen Alpha  

0.4214

Total Risk Alpha  

0.15

Sortino Ratio  

0.0

Treynor Ratio  

0.8336

LIC MF Fundamentals

    
 Better Than Average     
    
 Worse Than Average Compare LIC MF to competition

LIC MF Fundamental Vs Peers

FundamentalsLIC MFPeer Average
Net Asset643.96 M1.37 B
Minimum Initial Investment10 K8.09 M
Cash Position Weight12.40 % 14.48 %
Equity Positions Weight75.97 % 40.68 %
Bond Positions Weight11.36 % 14.72 %

LIC MF Opportunities

LIC MF Return and Market Media

The median price of LIC MF for the period between Fri, Aug 24, 2018 and Sun, Sep 23, 2018 is 18.27 with a coefficient of variation of 77.5. The daily time series for the period is distributed with a sample standard deviation of 9.56, arithmetic mean of 12.34, and mean deviation of 8.22. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - 134878

LIC MF ULIS Investor Sentiment

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