DHFL Pramerica (India) Risk Analysis And Volatility

F00000NMT6 -- India Fund  

INR 35.38  0.00  0.00%

Our approach into predicting 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 DHFL Pramerica Large Cap Wlth Pl Gr Opt which you can use to evaluate future volatility of the entity. Please confirm DHFL Pramerica Large Downside Deviation of 1.12 and Mean Deviation of 0.6921 to check if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

DHFL Pramerica Market Sensitivity

As returns on market increase, DHFL Pramerica returns are expected to increase less than the market. However during bear market, the loss on holding DHFL Pramerica will be expected to be smaller as well.
2 Months Beta |Analyze DHFL Pramerica Large Demand Trend
Check current 30 days DHFL Pramerica correlation with market (DOW)
β = 0.1007

DHFL Pramerica Central Daily Price Deviation

DHFL Pramerica Large 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.

DHFL Pramerica Projected Return Density Against Market

Assuming 30 trading days horizon, DHFL Pramerica has beta of 0.1007 suggesting as returns on market go up, DHFL Pramerica average returns are expected to increase less than the benchmark. However during bear market, the loss on holding DHFL Pramerica Large Cap Wlth Pl Gr Opt will be expected to be much smaller as well. Moreover, The company has an alpha of 0.1112 implying that it can potentially generate 0.1112% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.11
β
Beta against DOW=0.10
σ
Overall volatility
=0.00
Ir
Information ratio =0.09

DHFL Pramerica Return Volatility

the fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 1.5467% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

DHFL Pramerica Volatility Factors

60 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

60 Days Economic Sensitivity

Insignificant

Investment Outlook

DHFL Pramerica Investment Opportunity

DOW has a standard deviation of returns of 1.55 and is 9.223372036854776E16 times more volatile than DHFL Pramerica Large Cap Wlth Pl Gr Opt. 0% of all equities and portfolios are less risky than DHFL Pramerica. Compared to the overall equity markets, volatility of historical daily returns of DHFL Pramerica Large Cap Wlth Pl Gr Opt is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use DHFL Pramerica Large Cap Wlth Pl Gr Opt to protect your portfolios 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 DHFL Pramerica to be traded at 35.03 in 30 days. . As returns on market increase, DHFL Pramerica returns are expected to increase less than the market. However during bear market, the loss on holding DHFL Pramerica will be expected to be smaller as well.

DHFL Pramerica correlation with market

correlation synergy
Average diversification
Overlapping area represents the amount of risk that can be diversified away by holding DHFL Pramerica Large Cap Wlth and equity matching DJI index in the same portfolio.

DHFL Pramerica Volatility Indicators

DHFL Pramerica Large Cap Wlth Pl Gr Opt Current Risk Indicators

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