IDBI Gilt (India) Risk Analysis And Volatility Evaluation

118446 -- India Fund  

INR 11.04  0.09  0.82%

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 2.78 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, IDBI Gilt returns are expected to increase less than the market. However during bear market, the loss on holding IDBI Gilt will be expected to be smaller as well.
One Month Beta |Analyze IDBI Gilt Fund Demand Trend
Check current 30 days IDBI Gilt correlation with market (DOW)
β = 0.1012

IDBI Gilt Central Daily Price Deviation

IDBI Gilt Fund 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.

IDBI Gilt Projected Return Density Against Market

Assuming 30 trading days horizon, IDBI Gilt has beta of 0.1012 . This suggests as returns on market go up, IDBI Gilt average returns are expected to increase less than the benchmark. However during bear market, the loss on holding IDBI Gilt Fund Dir Qt Div will be expected to be much smaller as well. Moreover, IDBI Gilt Fund Dir Qt Div has an alpha of 0.2881 implying that it can potentially generate 0.2881% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.29
β
Beta against DOW=0.10
σ
Overall volatility
=0.00
Ir
Information ratio =0.49

IDBI Gilt Return Volatility

IDBI Gilt Fund Dir Qt Div accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.222% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

IDBI Gilt Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity

Insignificant

Investment Outlook

IDBI Gilt Investment Opportunity

DOW has a standard deviation of returns of 1.22 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 enhance returns of your portfolios. The fund experiences moderate upward volatility. Check odds of IDBI Gilt to be traded at 12.14 in 30 days. As returns on market increase, IDBI Gilt returns are expected to increase less than the market. However during bear market, the loss on holding IDBI Gilt will be expected to be smaller as well.

IDBI Gilt correlation with market

correlation synergy
Modest diversification
Overlapping area represents the amount of risk that can be diversified away by holding IDBI Gilt Fund Dir Qt Div and equity matching DJI index in the same portfolio.

IDBI Gilt Volatility Indicators

IDBI Gilt Fund Dir Qt Div Current Risk Indicators

Check also Trending Equities. Please also try Portfolio Suggestion module to get suggestions outside of your existing asset allocation including your own model portfolios.
Search macroaxis.com