LIC MF (India) Risk Analysis And Volatility

F00000PD1N -- India Fund  

INR 23.12  0.0038  0.0164%

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

Unknown risk

Chance of Distress in 24 months

Unknown Odds

60 Days Economic Sensitivity

Insignificant
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 Trend
Check current 30 days LIC MF correlation with market (DOW)
β = -0.2142

LIC MF Central Daily Price Deviation

LIC MF Index Technical Analysis

Transformation
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LIC MF Projected Return Density Against Market

Assuming 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 
      Returns 
α
Alpha over DOW
=0.02
β
Beta against DOW=0.21
σ
Overall volatility
=0.00
Ir
Information ratio =0.03

LIC MF Return Volatility

the 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.
 Performance (%) 
      Timeline 

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

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 Current Risk Indicators

LIC MF Suggested Diversification Pairs

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