Our approach to 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 LIC MF which you can use to evaluate future volatility of the organization. Please verify LIC MF ULIS 10Y RP RC Reg Yr Div Market Risk Adjusted Performance of 35.96 and Mean Deviation of 2.5 to check out if risk estimate we provide are consistent with the epected return of 0.0%.
|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. 2 Months Beta |Analyze LIC MF ULIS Demand TrendCheck current 30 days LIC MF correlation with market (DOW)|
β = -0.0029
LIC MF Central Daily Price Deviation
LIC MF ULIS Technical Analysis
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LIC MF Projected Return Density Against MarketAssuming 30 trading days horizon, LIC MF ULIS 10Y RP RC Reg Yr Div has beta of -0.0029 . 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, The company has a negative alpha implying that the risk taken by holding this equity is not justified. LIC MF ULIS is significantly underperforming DOW.
Predicted Return Density
|Alpha over DOW||=||0.1|
|Beta against DOW||=||0.0029|
LIC MF Return Volatilitythe fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 1.8873% risk (volatility on return distribution) over the 30 days horizon.
DOW has a standard deviation of returns of 1.89 and is 9.223372036854776E16 times more volatile than LIC MF ULIS 10Y RP RC Reg Yr Div. 0% 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 0 (%) of all global equities and portfolios over the last 30 days.