Our approach into determining 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 IDBI Gilt which you can use to evaluate future volatility of the entity. Please check out IDBI Gilt Fund Dir Qt Div Market Risk Adjusted Performance of
(14.16) to validate if risk estimate we provide are consistent with the epected return of 0.0%.
|Horizon||30 Days Login to change|
IDBI Gilt Market Sensitivity
|As returns on market increase, returns on owning IDBI Gilt are expected to decrease at a much smaller rate. During bear market, IDBI Gilt is likely to outperform the market. 2 Months Beta |Analyze IDBI Gilt Fund Demand TrendCheck current 30 days IDBI Gilt correlation with market (DOW)|
β = -0.0372
IDBI Gilt Central Daily Price Deviation
IDBI Gilt Fund Technical Analysis
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IDBI Gilt Projected Return Density Against MarketAssuming 30 trading days horizon, IDBI Gilt Fund Dir Qt Div has beta of -0.0372 . This suggests as returns on benchmark increase, returns on holding IDBI Gilt are expected to decrease at a much smaller rate. During bear market, however, IDBI Gilt Fund Dir Qt Div is likely to outperform the market. Moreover, The company has an alpha of 0.5249 implying that it can potentially generate 0.5249% excess return over DOW after adjusting for the inherited market risk (beta).
Predicted Return Density
|Alpha over DOW||=||0.52|
|Beta against DOW||=||0.04|
IDBI Gilt Return Volatilitythe fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 1.9997% risk (volatility on return distribution) over the 30 days horizon.
DOW has a standard deviation of returns of 2.0 and is 9.223372036854776E16 times more volatile than IDBI Gilt Fund Dir Qt Div. 0% of all equities and portfolios are less risky than IDBI Gilt. Compared to the overall equity markets, volatility of historical daily returns of IDBI Gilt Fund Dir Qt Div is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use IDBI Gilt Fund Dir Qt Div to protect your portfolios 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 IDBI Gilt to be traded at 11.18 in 30 days. . As returns on market increase, returns on owning IDBI Gilt are expected to decrease at a much smaller rate. During bear market, IDBI Gilt is likely to outperform the market.
IDBI Gilt correlation with market