DHFL Pramerica (India) Risk Analysis And Volatility Evaluation

F00000NMT6 -- India Fund  

INR 34.14  0.74  2.12%

Macroaxis considers DHFL Pramerica to be unknown risk. DHFL Pramerica Large secures Sharpe Ratio (or Efficiency) of -0.5774 which denotes DHFL Pramerica Large had -0.5774% of return per unit of return volatility over the last 1 month. Macroaxis approach into predicting risk of any fund is to look at both systematic and un-systematic factors of the business, including all available market data and technical indicators. DHFL Pramerica Large Cap Wlth Pl Gr Opt exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to confirm DHFL Pramerica Large Downside Deviation of 1.33 and Mean Deviation of 0.7475 to check risk estimate we provide.
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.
One Month Beta |Analyze DHFL Pramerica Large Demand Trend
Check current 30 days DHFL Pramerica correlation with market (DOW)
β = 0.5175
DHFL Pramerica Small BetaDHFL Pramerica Large Beta Legend

DHFL Pramerica Large Technical Analysis

Transformation
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DHFL Pramerica Projected Return Density Against Market

Assuming 30 trading days horizon, DHFL Pramerica has beta of 0.5175 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, DHFL Pramerica Large Cap Wlth Pl Gr Opt has an alpha of 0.0492 implying that it can potentially generate 0.0492% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
Assuming 30 trading days horizon, the coefficient of variation of DHFL Pramerica is -173.21. The daily returns are destributed with a variance of 4.09 and standard deviation of 2.02. The mean deviation of DHFL Pramerica Large Cap Wlth Pl Gr Opt is currently at 1.56. For similar time horizon, the selected benchmark (DOW) has volatility of 0.39
α
Alpha over DOW
=0.0492
β
Beta against DOW=0.52
σ
Overall volatility
=2.02
Ir
Information ratio =0.0037

DHFL Pramerica Return Volatility

DHFL Pramerica Large Cap Wlth Pl Gr Opt accepts 2.0235% volatility on return distribution over the 30 days horizon. DOW inherits 0.3947% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

DHFL Pramerica Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity

Unaffected

Investment Outlook

DHFL Pramerica Investment Opportunity

DHFL Pramerica Large Cap Wlth Pl Gr Opt has a volatility of 2.02 and is 5.18 times more volatile than DOW. 18% 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 18 (%) of all global equities and portfolios over the last 30 days. Use DHFL Pramerica Large Cap Wlth Pl Gr Opt to protect against small markets fluctuations. The fund experiences unexpected downward movement. The market is reacting to new fundamentals. Check odds of DHFL Pramerica to be traded at 32.77 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

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

Additionally see Investing Opportunities. Please also try Portfolio Diagnostics module to use generated alerts and portfolio events aggregator to diagnose current holdings.
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