LT Emerging (India) Risk Analysis And Volatility

129221 -- India Fund  

INR 19.16  0.22  1.14%

Our way in which we are estimating 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 LT Emerging which you can use to evaluate future volatility of the organization. Please verify LT Emerging Business Reg Div Standard Deviation of 2.12, Market Risk Adjusted Performance of 4.15 and Mean Deviation of 1.21 to check out if risk estimate we provide are consistent with the epected return of 0.0%.
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.
2 Months Beta |Analyze LT Emerging Business Demand Trend
Check current 30 days LT Emerging correlation with market (DOW)
β = -0.0547

LT Emerging Central Daily Price Deviation

LT Emerging Business 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.

LT Emerging Projected Return Density Against Market

Assuming 30 trading days horizon, LT Emerging Business Reg Div has beta of -0.0547 . 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. Additionally, The company has a negative alpha implying that the risk taken by holding this equity is not justified. LT Emerging Business is significantly underperforming DOW.
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.22
β
Beta against DOW=0.05
σ
Overall volatility
=0.00
Ir
Information ratio =0.14

LT Emerging Return Volatility

the fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 1.9% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

LT Emerging Volatility Factors

60 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

60 Days Economic Sensitivity

Insignificant

Investment Outlook

LT Emerging Investment Opportunity

DOW has a standard deviation of returns of 1.9 and is 9.223372036854776E16 times more volatile than LT Emerging Business Reg Div. 0% 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 0 (%) of all global equities and portfolios over the last 30 days. Use LT Emerging Business Reg Div to protect your portfolios 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 18.59 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

correlation synergy
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

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