LT Emerging (India) Risk Analysis And Volatility Evaluation

129221 -- India Fund  

INR 19.44  0.60  2.99%

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 1.93, Market Risk Adjusted Performance of 1.04 and Mean Deviation of 1.14 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, LT Emerging returns are expected to increase less than the market. However during bear market, the loss on holding LT Emerging will be expected to be smaller as well.
One Month Beta |Analyze LT Emerging Business Demand Trend
Check current 30 days LT Emerging correlation with market (DOW)
β = 0.4107

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 has beta of 0.4107 . This suggests as returns on market go up, LT Emerging average returns are expected to increase less than the benchmark. However during bear market, the loss on holding LT Emerging Business Reg Div will be expected to be much smaller as well. Additionally, LT Emerging Business Reg Div has a negative alpha implying that the risk taken by holding this equity is not justified. The company is significantly underperforming DOW
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.4
β
Beta against DOW=0.41
σ
Overall volatility
=0.00
Ir
Information ratio =0.18

LT Emerging Return Volatility

LT Emerging Business Reg Div accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.3198% 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

Insignificant

Investment Outlook

LT Emerging Investment Opportunity

DOW has a standard deviation of returns of 1.32 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 against small markets fluctuations. The fund experiences unexpected downward movement. The market is reacting to new fundamentals. Check odds of LT Emerging to be traded at 18.66 in 30 days. As returns on market increase, LT Emerging returns are expected to increase less than the market. However during bear market, the loss on holding LT Emerging will be expected to be smaller as well.

LT Emerging correlation with market

correlation synergy
Weak 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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