Macroaxis considers DSP Blackrock to be unknown risk. DSP Blackrock Focus secures Sharpe Ratio (or Efficiency) of -0.0538 which denotes the fund had -0.0538% of return per unit of risk over the last 2 months. Macroaxis philosophy in predicting risk of any fund is to look at both systematic and un-systematic factors of the business, including all available market data and technical indicators. DSP Blackrock Focus 25 Dir Div exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to confirm DSP Blackrock Focus Mean Deviation of 1.39 to check risk estimate we provide.
|Horizon||30 Days Login to change|
DSP Blackrock Focus 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.
DSP Blackrock Projected Return Density Against MarketAssuming 30 trading days horizon, DSP Blackrock has beta of 0.0 suggesting the returns on DOW and DSP Blackrock do not appear to be highly reactive. Furthermore, It does not look like the company alpha can have any bearing on the equity current valuation.
Predicted Return Density
Assuming 30 trading days horizon, the coefficient of variation of DSP Blackrock is -1858.09. The daily returns are destributed with a variance of 0.29 and standard deviation of 0.54. The mean deviation of DSP Blackrock Focus 25 Dir Div is currently at 0.41. For similar time horizon, the selected benchmark (DOW) has volatility of 1.79
|Alpha over DOW||=||0.00|
|Beta against DOW||=||0.00|
DSP Blackrock Return Volatilitythe fund accepts 0.5425% volatility on return distribution over the 30 days horizon. the entity inherits 1.8964% risk (volatility on return distribution) over the 30 days horizon.
DOW has a standard deviation of returns of 1.9 and is 3.52 times more volatile than DSP Blackrock Focus 25 Dir Div. 4% of all equities and portfolios are less risky than DSP Blackrock. Compared to the overall equity markets, volatility of historical daily returns of DSP Blackrock Focus 25 Dir Div is lower than 4 (%) of all global equities and portfolios over the last 30 days.