DHFL Pramerica (India) Risk Analysis And Volatility Evaluation

101717 -- India Fund  

INR 10.04  0.00  0.00%

Our approach into predicting 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 DHFL Pramerica Insta Csh Pls Dv Mn Dv which you can use to evaluate future volatility of the entity. Please confirm DHFL Pramerica Insta Mean Deviation of 0.0394 to check if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

DHFL Pramerica Market Sensitivity

As returns on market increase, DHFL Pramerica returns are expected to increase less than the market. However during bear market, the loss on holding DHFL Pramerica will be expected to be smaller as well.
One Month Beta |Analyze DHFL Pramerica Insta Demand Trend
Check current 30 days DHFL Pramerica correlation with market (DOW)
β = 0.0092

DHFL Pramerica Central Daily Price Deviation

DHFL Pramerica Insta 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.

DHFL Pramerica Projected Return Density Against Market

Assuming 30 trading days horizon, DHFL Pramerica has beta of 0.0092 . This suggests as returns on market go up, DHFL Pramerica average returns are expected to increase less than the benchmark. However during bear market, the loss on holding DHFL Pramerica Insta Csh Pls Dv Mn Dv will be expected to be much smaller as well. Moreover, DHFL Pramerica Insta Csh Pls Dv Mn Dv has an alpha of 0.0129 implying that it can potentially generate 0.0129% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.0129
β
Beta against DOW=0.0092
σ
Overall volatility
=0.00
Ir
Information ratio =1.34

DHFL Pramerica Return Volatility

DHFL Pramerica Insta Csh Pls Dv Mn Dv 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

DHFL Pramerica Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity

Insignificant

Investment Outlook

DHFL Pramerica Investment Opportunity

DOW has a standard deviation of returns of 1.2 and is 9.223372036854776E16 times more volatile than DHFL Pramerica Insta Csh Pls Dv Mn Dv. 0% of all equities and portfolios are less risky than DHFL Pramerica. Compared to the overall equity markets, volatility of historical daily returns of DHFL Pramerica Insta Csh Pls Dv Mn Dv is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use DHFL Pramerica Insta Csh Pls Dv Mn Dv to protect against small markets fluctuations. The fund experiences normal downward trend, but the immediate impact on correlations cannot be determined at the moment . Check odds of DHFL Pramerica to be traded at 9.94 in 30 days. As returns on market increase, DHFL Pramerica returns are expected to increase less than the market. However during bear market, the loss on holding DHFL Pramerica will be expected to be smaller as well.

DHFL Pramerica correlation with market

correlation synergy
Average diversification
Overlapping area represents the amount of risk that can be diversified away by holding DHFL Pramerica Insta Csh Pls D and equity matching DJI index in the same portfolio.

DHFL Pramerica Volatility Indicators

DHFL Pramerica Insta Csh Pls Dv Mn Dv Current Risk Indicators

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