LT Flexi (India) Risk Analysis And Volatility Evaluation

134418 -- India Fund  

INR 10.63  0.01  0.09%

We consider LT Flexi unknown risk. LT Flexi Bond retains Efficiency (Sharpe Ratio) of 4.0E-4 which conveys that LT Flexi Bond had 4.0E-4% of return per unit of price deviation over the last 1 month. 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 0.4162, Market Risk Adjusted Performance of 3.29 and Mean Deviation of 0.2964 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, 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 Trend
Check current 30 days LT Flexi correlation with market (DOW)
β = 0.0606
LT Flexi Small BetaLT Flexi Bond Beta Legend

LT Flexi Bond Technical Analysis

Transformation
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LT Flexi Projected Return Density Against Market

Assuming 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 
      Returns 
Assuming 30 trading days horizon, the coefficient of variation of LT Flexi is 282150.01. The daily returns are destributed with a variance of 0.01 and standard deviation of 0.09. The mean deviation of LT Flexi Bond Reg Ann Div is currently at 0.06. For similar time horizon, the selected benchmark (DOW) has volatility of 0.45
α
Alpha over DOW
=0.19
β
Beta against DOW=0.06
σ
Overall volatility
=0.09
Ir
Information ratio =0.08

LT Flexi Return Volatility

LT 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.
 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

Unaffected

Investment Outlook

LT Flexi Investment Opportunity

DOW has a standard deviation of returns of 0.42 and is 4.67 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 protect against small markets fluctuations. The fund experiences normal downward trend and little activity. Check odds of LT Flexi to be traded at 10.52 in 30 days. 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.

LT Flexi correlation with market

Average 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 Risk-Return Analysis module to view associations between returns expected from investment and the risk you assume.
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