Our approach to estimating 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 LIC MF which you can use to evaluate future volatility of the organization. Please verify LIC MF Index Sensex Dir Div Market Risk Adjusted Performance of 0.1028 and Mean Deviation of 0.5096 to check out if risk estimate we provide are consistent with the epected return of 0.0%.
60 Days Market Risk
Chance of Distress in 24 months
60 Days Economic Sensitivity
|Horizon||30 Days Login to change|
LIC MF Market Sensitivity
|As returns on market increase, returns on owning LIC MF are expected to decrease at a much smaller rate. During bear market, LIC MF is likely to outperform the market. 2 Months Beta |Analyze LIC MF Index Demand TrendCheck current 30 days LIC MF correlation with market (DOW)|
β = -0.2142
LIC MF Central Daily Price Deviation
LIC MF Index Technical Analysis
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.
LIC MF Projected Return Density Against MarketAssuming 30 trading days horizon, LIC MF Index Sensex Dir Div has beta of -0.2142 suggesting as returns on benchmark increase, returns on holding LIC MF are expected to decrease at a much smaller rate. During bear market, however, LIC MF Index Sensex Dir Div is likely to outperform the market. Additionally, The company has a negative alpha implying that the risk taken by holding this equity is not justified. LIC MF Index is significantly underperforming DOW.
Predicted Return Density
|Alpha over DOW||=||0.02|
|Beta against DOW||=||0.21|
LIC MF Return Volatilitythe fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 0.8126% risk (volatility on return distribution) over the 30 days horizon.
LIC MF Investment Opportunity
DOW has a standard deviation of returns of 0.81 and is 9.223372036854776E16 times more volatile than LIC MF Index Sensex Dir Div. 0% of all equities and portfolios are less risky than LIC MF. Compared to the overall equity markets, volatility of historical daily returns of LIC MF Index Sensex Dir Div is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use LIC MF Index Sensex Dir Div to protect your portfolios against small markets fluctuations. The fund experiences normal downward trend and little activity. Check odds of LIC MF to be traded at 22.89 in 30 days. . As returns on market increase, returns on owning LIC MF are expected to decrease at a much smaller rate. During bear market, LIC MF is likely to outperform the market.
LIC MF correlation with market
LIC MF Current Risk Indicators
|Risk Adjusted Performance||(0.01352)|
|Market Risk Adjusted Performance||0.1028|
|Coefficient Of Variation||(6,757)|
LIC MF Suggested Diversification Pairs
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