DSP Blackrock (India) Risk Analysis And Volatility

F00000PDU5 -- India Fund  

INR 22.18  0.003999  0.018%

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

Transformation
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DSP Blackrock Projected Return Density Against Market

Assuming 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 
      Returns 
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
α
Alpha over DOW
=0.00
β
Beta against DOW=0.00
σ
Overall volatility
=0.54
Ir
Information ratio =0.05

DSP Blackrock Return Volatility

the 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.
 Performance (%) 
      Timeline 

Market Risk Breakdown

DSP Blackrock Volatility Factors

60 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

60 Days Economic Sensitivity

Insignificant

Investment Outlook

DSP Blackrock Investment Opportunity

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.

DSP Blackrock Volatility Indicators

DSP Blackrock Focus 25 Dir Div Current Risk Indicators

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