|Horizon||30 Days Login to change|
LIC MF Market Sensitivity
|As returns on market increase, LIC MF returns are expected to increase less than the market. However during bear market, the loss on holding LIC MF will be expected to be smaller as well.One Month Beta |Analyze LIC MF Index Demand TrendCheck current 30 days LIC MF correlation with market (DOW)|
β = 0.8296
LIC MF Index Technical Analysis
LIC MF Projected Return Density Against MarketAssuming 30 trading days horizon, LIC MF has beta of 0.8296 suggesting as returns on market go up, LIC MF average returns are expected to increase less than the benchmark. However during bear market, the loss on holding LIC MF Index Sensex Dir Div will be expected to be much smaller as well. Moreover, LIC MF Index Sensex Dir Div has an alpha of 0.3276 implying that it can potentially generate 0.3276% excess return over DOW after adjusting for the inherited market risk (beta).
Predicted Return Density
LIC MF Return VolatilityLIC MF Index Sensex Dir Div accepts 1.7688% volatility on return distribution over the 30 days horizon. DOW inherits 0.3947% risk (volatility on return distribution) over the 30 days horizon.