LT FRF (India) Risk Analysis And Volatility Evaluation

DBSCHOLASHOR -- India Fund  

INR 17.82  0.00  0.00%

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 FRF which you can use to evaluate future volatility of the organization. Please verify LT FRF Gr Standard Deviation of 0.3681, Market Risk Adjusted Performance of (46.60) and Mean Deviation of 0.2989 to check out if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

LT FRF Market Sensitivity

As returns on market increase, returns on owning LT FRF are expected to decrease at a much smaller rate. During bear market, LT FRF is likely to outperform the market.
2 Months Beta |Analyze LT FRF Gr Demand Trend
Check current 30 days LT FRF correlation with market (DOW)
β = -0.0044

LT FRF Central Daily Price Deviation

LT FRF Gr 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 FRF Projected Return Density Against Market

Assuming 30 trading days horizon, LT FRF Gr has beta of -0.0044 suggesting as returns on benchmark increase, returns on holding LT FRF are expected to decrease at a much smaller rate. During bear market, however, LT FRF Gr is likely to outperform the market. Moreover, LT FRF Gr has an alpha of 0.2042 implying that it can potentially generate 0.2042% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.20
β
Beta against DOW=0.0044
σ
Overall volatility
=0.00
Ir
Information ratio =1.07

LT FRF Return Volatility

LT FRF Gr accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.3487% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

LT FRF Volatility Factors

60 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

60 Days Economic Sensitivity

Insignificant

Investment Outlook

LT FRF Investment Opportunity

DOW has a standard deviation of returns of 1.35 and is 9.223372036854776E16 times more volatile than LT FRF Gr. 0% of all equities and portfolios are less risky than LT FRF. Compared to the overall equity markets, volatility of historical daily returns of LT FRF Gr is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use LT FRF Gr to protect against small markets fluctuations. The fund experiences normal downward trend, but the immediate impact on correlations cannot be determined at the moment . Check odds of LT FRF to be traded at 17.64 in 30 days. As returns on market increase, returns on owning LT FRF are expected to decrease at a much smaller rate. During bear market, LT FRF is likely to outperform the market.

LT FRF correlation with market

correlation synergy
Good diversification
Overlapping area represents the amount of risk that can be diversified away by holding LT FRF Gr and equity matching DJI index in the same portfolio.

LT FRF Volatility Indicators

LT FRF Gr Current Risk Indicators

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