|Horizon||30 Days Login to change|
IDBI Liquid Market Sensitivity
|As returns on market increase, IDBI Liquid returns are expected to increase less than the market. However during bear market, the loss on holding IDBI Liquid will be expected to be smaller as well.One Month Beta |Analyze IDBI Liquid Dir Demand TrendCheck current 30 days IDBI Liquid correlation with market (DOW)|
β = 0.0962
IDBI Liquid Dir Technical Analysis
IDBI Liquid Projected Return Density Against MarketAssuming 30 trading days horizon, IDBI Liquid has beta of 0.0962 suggesting as returns on market go up, IDBI Liquid average returns are expected to increase less than the benchmark. However during bear market, the loss on holding IDBI Liquid Dir Gr will be expected to be much smaller as well. Moreover, IDBI Liquid Dir Gr has an alpha of 0.2792 implying that it can potentially generate 0.2792% excess return over DOW after adjusting for the inherited market risk (beta).
Predicted Return Density
IDBI Liquid Return VolatilityIDBI Liquid Dir Gr accepts 0.2747% volatility on return distribution over the 30 days horizon. DOW inherits 0.3947% risk (volatility on return distribution) over the 30 days horizon.