LT Flexi (India) Risk Analysis And Volatility Evaluation

134418 -- India Fund  

INR 10.65  0.01  0.09%

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 Flexi which you can use to evaluate future volatility of the organization. Please verify LT Flexi Bond Reg Ann Div Standard Deviation of 0.3845, Market Risk Adjusted Performance of 4.14 and Mean Deviation of 0.2533 to check out if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

LT Flexi Market Sensitivity

As returns on market increase, returns on owning LT Flexi are expected to decrease at a much smaller rate. During bear market, LT Flexi is likely to outperform the market.
One Month Beta |Analyze LT Flexi Bond Demand Trend
Check current 30 days LT Flexi correlation with market (DOW)
β = -0.0433

LT Flexi Central Daily Price Deviation

LT Flexi Bond 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 Flexi Projected Return Density Against Market

Assuming 30 trading days horizon, LT Flexi Bond Reg Ann Div has beta of -0.0433 . This suggests as returns on benchmark increase, returns on holding LT Flexi are expected to decrease at a much smaller rate. During bear market, however, LT Flexi Bond Reg Ann Div is likely to outperform the market. Moreover, LT Flexi Bond Reg Ann Div has an alpha of 0.1763 implying that it can potentially generate 0.1763% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.18
β
Beta against DOW=0.04
σ
Overall volatility
=0.00
Ir
Information ratio =0.67

LT Flexi Return Volatility

LT Flexi Bond Reg Ann 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

LT Flexi Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity

Insignificant

Investment Outlook

LT Flexi Investment Opportunity

DOW has a standard deviation of returns of 1.22 and is 9.223372036854776E16 times more volatile than LT Flexi Bond Reg Ann Div. 0% of all equities and portfolios are less risky than LT Flexi. Compared to the overall equity markets, volatility of historical daily returns of LT Flexi Bond Reg Ann Div is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use LT Flexi Bond Reg Ann Div to enhance returns of your portfolios. The fund experiences normal upward fluctuation. Check odds of LT Flexi to be traded at 11.18 in 30 days. As returns on market increase, returns on owning LT Flexi are expected to decrease at a much smaller rate. During bear market, LT Flexi is likely to outperform the market.

LT Flexi correlation with market

correlation synergy
Very good diversification
Overlapping area represents the amount of risk that can be diversified away by holding LT Flexi Bond Reg Ann Div and equity matching DJI index in the same portfolio.

LT Flexi Volatility Indicators

LT Flexi Bond Reg Ann Div Current Risk Indicators

Check also Trending Equities. Please also try Content Syndication module to quickly integrate customizable finance content to your own investment portal.
Search macroaxis.com