LT Emerging (India) Risk Analysis And Volatility Evaluation

129221 -- India Fund  

INR 22.14  0.35  1.56%

Macroaxis considers LT Emerging to be unknown risk. LT Emerging Business retains Efficiency (Sharpe Ratio) of -0.7071 which conveys that LT Emerging Business had -0.7071% of return per unit of price deviation over the last 1 month. Macroaxis way in which we are estimating risk of any fund is to look at both systematic and un-systematic factors of the business, including all available market data and technical indicators. LT Emerging exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to verify LT Emerging Business Reg Div Standard Deviation of 0.9346, Market Risk Adjusted Performance of 0.08 and Mean Deviation of 0.5115 to check out risk estimate we provide.
Horizon     30 Days    Login   to change

LT Emerging Market Sensitivity

As returns on market increase, returns on owning LT Emerging are expected to decrease at a much smaller rate. During bear market, LT Emerging is likely to outperform the market.
One Month Beta |Analyze LT Emerging Business Demand Trend
Check current 30 days LT Emerging correlation with market (DOW)
β = -0.1846
LT Emerging Almost negative betaLT Emerging Business Beta Legend

LT Emerging Business Technical Analysis

Transformation
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LT Emerging Projected Return Density Against Market

Assuming 30 trading days horizon, LT Emerging Business Reg Div has beta of -0.1846 . This suggests as returns on benchmark increase, returns on holding LT Emerging are expected to decrease at a much smaller rate. During bear market, however, LT Emerging Business Reg Div is likely to outperform the market. Moreover, LT Emerging Business Reg Div has an alpha of 0.0328 implying that it can potentially generate 0.0328% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
Assuming 30 trading days horizon, the coefficient of variation of LT Emerging is -141.42. The daily returns are destributed with a variance of 1.21 and standard deviation of 1.1. The mean deviation of LT Emerging Business Reg Div is currently at 0.78. For similar time horizon, the selected benchmark (DOW) has volatility of 0.39
α
Alpha over DOW
=0.0328
β
Beta against DOW=0.18
σ
Overall volatility
=1.10
Ir
Information ratio =0.08

LT Emerging Return Volatility

LT Emerging Business Reg Div accepts 1.1004% volatility on return distribution over the 30 days horizon. DOW inherits 0.4208% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

LT Emerging Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity

Unaffected

Investment Outlook

LT Emerging Investment Opportunity

LT Emerging Business Reg Div has a volatility of 1.1 and is 2.62 times more volatile than DOW. 10% of all equities and portfolios are less risky than LT Emerging. Compared to the overall equity markets, volatility of historical daily returns of LT Emerging Business Reg Div is lower than 10 (%) of all global equities and portfolios over the last 30 days. Use LT Emerging Business Reg Div to protect against small markets fluctuations. The fund experiences somewhat bearish sentiment, but market may correct it shortly. Check odds of LT Emerging to be traded at 21.48 in 30 days. As returns on market increase, returns on owning LT Emerging are expected to decrease at a much smaller rate. During bear market, LT Emerging is likely to outperform the market.

LT Emerging correlation with market

Good diversification
Overlapping area represents the amount of risk that can be diversified away by holding LT Emerging Business Reg Div and equity matching DJI index in the same portfolio.

LT Emerging Volatility Indicators

LT Emerging Business Reg Div Current Risk Indicators

Check also Trending Equities. Please also try World Markets Correlation module to find global opportunities by holding instruments from different markets.
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