|Horizon||30 Days Login to change|
LT Flexi Market Sensitivity
|As returns on market increase, LT Flexi returns are expected to increase less than the market. However during bear market, the loss on holding LT Flexi will be expected to be smaller as well.One Month Beta |Analyze LT Flexi Bond Demand TrendCheck current 30 days LT Flexi correlation with market (DOW)|
β = 0.0606
LT Flexi Bond Technical Analysis
LT Flexi Projected Return Density Against MarketAssuming 30 trading days horizon, LT Flexi has beta of 0.0606 . This suggests as returns on market go up, LT Flexi average returns are expected to increase less than the benchmark. However during bear market, the loss on holding LT Flexi Bond Reg Ann Div will be expected to be much smaller as well. Moreover, LT Flexi Bond Reg Ann Div has an alpha of 0.1887 implying that it can potentially generate 0.1887% excess return over DOW after adjusting for the inherited market risk (beta).
Predicted Return Density
LT Flexi Return VolatilityLT Flexi Bond Reg Ann Div accepts 0.0941% volatility on return distribution over the 30 days horizon. DOW inherits 0.4168% risk (volatility on return distribution) over the 30 days horizon.