LIC MF (India) Risk Analysis And Volatility

134864 -- India Fund  

INR 17.55  0.05  0.29%

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 Trend
Check current 30 days LIC MF correlation with market (DOW)
β = -0.0029

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 -0.0029 . 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 
      Returns 
α
Alpha over DOW
=0.1
β
Beta against DOW=0.0029
σ
Overall volatility
=0.00
Ir
Information ratio =0.05

LIC MF Return Volatility

the 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.
 Performance (%) 
      Timeline 

Market Risk Breakdown

LIC MF Volatility Factors

60 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

60 Days Economic Sensitivity

Insignificant

Investment Outlook

LIC MF Investment Opportunity

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.

LIC MF Volatility Indicators

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

Check also Trending Equities. Please also try Fundamental Analysis module to view fundamental data based on most recent published financial statements.
Search macroaxis.com