IDFC Gov (India) Risk Analysis And Volatility Evaluation

F00000P9ED -- India Fund  

INR 10.90  0.07  0.65%

Our approach into determining 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 IDFC Gov Sec which you can use to evaluate future volatility of the entity. Please check out IDFC Gov Semi Deviation of 0.2038, Market Risk Adjusted Performance of 0.4344 and Risk Adjusted Performance of 0.1984 to validate if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

IDFC Gov Market Sensitivity

As returns on market increase, IDFC Gov returns are expected to increase less than the market. However during bear market, the loss on holding IDFC Gov will be expected to be smaller as well.
One Month Beta |Analyze IDFC Gov Sec Demand Trend
Check current 30 days IDFC Gov correlation with market (DOW)
β = 0.1923

IDFC Gov Central Daily Price Deviation

IDFC Gov Sec 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.

IDFC Gov Projected Return Density Against Market

Assuming 30 trading days horizon, IDFC Gov has beta of 0.1923 suggesting as returns on market go up, IDFC Gov average returns are expected to increase less than the benchmark. However during bear market, the loss on holding IDFC Gov Sec Inv Reg Ann Div will be expected to be much smaller as well. Moreover, IDFC Gov Sec Inv Reg Ann Div has an alpha of 0.0811 implying that it can potentially generate 0.0811% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.08
β
Beta against DOW=0.19
σ
Overall volatility
=0.00
Ir
Information ratio =0.15

IDFC Gov Return Volatility

IDFC Gov Sec Inv Reg Ann Div accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.2677% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

IDFC Gov Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity

Insignificant

Investment Outlook

IDFC Gov Investment Opportunity

DOW has a standard deviation of returns of 1.27 and is 9.223372036854776E16 times more volatile than IDFC Gov Sec Inv Reg Ann Div. 0% of all equities and portfolios are less risky than IDFC Gov. Compared to the overall equity markets, volatility of historical daily returns of IDFC Gov Sec Inv Reg Ann Div is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use IDFC Gov Sec Inv Reg Ann Div to enhance returns of your portfolios. The fund experiences moderate upward volatility. Check odds of IDFC Gov to be traded at 11.99 in 30 days. As returns on market increase, IDFC Gov returns are expected to increase less than the market. However during bear market, the loss on holding IDFC Gov will be expected to be smaller as well.

IDFC Gov correlation with market

correlation synergy
Very weak diversification
Overlapping area represents the amount of risk that can be diversified away by holding IDFC Gov Sec Inv Reg Ann Div and equity matching DJI index in the same portfolio.

IDFC Gov Volatility Indicators

IDFC Gov Sec Inv Reg Ann Div Current Risk Indicators

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