|Horizon||30 Days Login to change|
IDFC Gov Market Sensitivity
IDFC Gov Sec Technical Analysis
IDFC Gov Projected Return Density Against MarketAssuming 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).
IDFC Gov Return VolatilityIDFC 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.