LIC MF (India) Risk Analysis And Volatility Evaluation

F00000PD1N -- India Fund  

INR 21.52  1.02  4.53%

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 Downside Deviation of 1.28, Market Risk Adjusted Performance of 0.28 and Mean Deviation of 0.8291 to check out if risk estimate we provide are consistent with the epected return of 0.0%.
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.
One Month Beta |Analyze LIC MF Index Demand Trend
Check current 30 days LIC MF correlation with market (DOW)
β = -0.4317
LIC MF Almost negative betaLIC MF Index Beta Legend

LIC MF Index 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.

LIC MF Projected Return Density Against Market

Assuming 30 trading days horizon, LIC MF Index Sensex Dir Div has beta of -0.4317 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. Moreover, LIC MF Index Sensex Dir Div has an alpha of 0.1953 implying that it can potentially generate 0.1953% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.20
β
Beta against DOW=0.43
σ
Overall volatility
=0.00
Ir
Information ratio =0.03

LIC MF Return Volatility

LIC MF Index Sensex Dir Div accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.211% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

LIC MF Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity

Insignificant

Investment Outlook

LIC MF Investment Opportunity

DOW has a standard deviation of returns of 1.21 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 against small markets fluctuations. The fund experiences very speculative upward sentiment.. Check odds of LIC MF to be traded at 20.44 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

correlation synergy
Very good diversification
Overlapping area represents the amount of risk that can be diversified away by holding LIC MF Index Sensex Dir Div and equity matching DJI index in the same portfolio.

LIC MF Volatility Indicators

LIC MF Index Sensex Dir Div Current Risk Indicators

Additionally see Investing Opportunities. Please also try Technical Analysis module to check basic technical indicators and analysis based on most latest market data.
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