LIC MF (India) Risk Analysis And Volatility Evaluation

134864 -- India Fund  

INR 17.55  0.05  0.29%

LIC MF is unknown risk given 1 month investment horizon. LIC MF ULIS retains Efficiency (Sharpe Ratio) of 0.5774 which conveys that LIC MF ULIS had 0.5774% of return per unit of return volatility over the last 1 month. Our approach to estimating risk of a fund is to use both market data as well as company specific technical data. We found twenty-one different technical indicators which can help you to evaluate if expected returns of 1.5504% are justified by taking the suggested risk. Use LIC MF ULIS Market Risk Adjusted Performance of 4.66 and Mean Deviation of 2.5 to evaluate company specific risk that cannot be diversified away.
Horizon     30 Days    Login   to change

LIC MF Market Sensitivity

As returns on market increase, returns on owning LIC MF are expected to decrease at a much smaller rate. During bear market, LIC MF is likely to outperform the market.
One Month Beta |Analyze LIC MF ULIS Demand Trend
Check current 30 days LIC MF correlation with market (DOW)
β = -0.0224

LIC MF Central Daily Price Deviation

LIC MF ULIS 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.

LIC MF Projected Return Density Against Market

Assuming 30 trading days horizon, LIC MF ULIS 10Y RP RC Reg Yr Div has beta of -0.0224 . This suggests as returns on benchmark increase, returns on holding LIC MF are expected to decrease at a much smaller rate. During bear market, however, LIC MF ULIS 10Y RP RC Reg Yr Div is likely to outperform the market. Additionally, LIC MF ULIS 10Y RP RC Reg Yr 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 
Assuming 30 trading days horizon, the coefficient of variation of LIC MF is 173.21. The daily returns are destributed with a variance of 7.21 and standard deviation of 2.69. The mean deviation of LIC MF ULIS 10Y RP RC Reg Yr Div is currently at 2.07. For similar time horizon, the selected benchmark (DOW) has volatility of 1.24
α
Alpha over DOW
=0.11
β
Beta against DOW=0.02
σ
Overall volatility
=2.69
Ir
Information ratio =0.0071

LIC MF Return Volatility

LIC MF ULIS 10Y RP RC Reg Yr Div accepts 2.6854% volatility on return distribution over the 30 days horizon. DOW inherits 1.2989% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

LIC MF Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity

Insignificant

Investment Outlook

LIC MF Investment Opportunity

LIC MF ULIS 10Y RP RC Reg Yr Div has a volatility of 2.69 and is 2.07 times more volatile than DOW. 24% of all equities and portfolios are less risky than LIC MF. Compared to the overall equity markets, volatility of historical daily returns of LIC MF ULIS 10Y RP RC Reg Yr Div is lower than 24 (%) of all global equities and portfolios over the last 30 days. Use LIC MF ULIS 10Y RP RC Reg Yr Div to enhance returns of your portfolios. The fund experiences normal upward fluctuation. Check odds of LIC MF to be traded at 18.43 in 30 days. As returns on market increase, returns on owning LIC MF are expected to decrease at a much smaller rate. During bear market, LIC MF is likely to outperform the market.

LIC MF correlation with market

correlation synergy
Good diversification
Overlapping area represents the amount of risk that can be diversified away by holding LIC MF ULIS 10Y RP RC Reg Yr D and equity matching DJI index in the same portfolio.

LIC MF Volatility Indicators

LIC MF ULIS 10Y RP RC Reg Yr Div Current Risk Indicators

Check also Trending Equities. Please also try Performance Analysis module to check effects of mean-variance optimization against your current asset allocation.
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