Our approach into predicting 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 technical indicators for DHFL Pramerica Gilt Dr Pl HY Bns which you can use to evaluate future volatility of the entity. Please confirm DHFL Pramerica Gilt Coefficient Of Variation of 703.59 and Mean Deviation of 0.0704 to check if risk estimate we provide are consistent with the epected return of 0.0%.
|Horizon||30 Days Login to change|
DHFL Pramerica Market Sensitivity
|As returns on market increase, returns on owning DHFL Pramerica are expected to decrease at a much smaller rate. During bear market, DHFL Pramerica is likely to outperform the market. 2 Months Beta |Analyze DHFL Pramerica Gilt Demand TrendCheck current 30 days DHFL Pramerica correlation with market (DOW)|
β = -0.0135
DHFL Pramerica Central Daily Price Deviation
DHFL Pramerica Gilt Technical Analysis
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DHFL Pramerica Projected Return Density Against MarketAssuming 30 trading days horizon, DHFL Pramerica Gilt Dr Pl HY Bns has beta of -0.0135 suggesting as returns on benchmark increase, returns on holding DHFL Pramerica are expected to decrease at a much smaller rate. During bear market, however, DHFL Pramerica Gilt Dr Pl HY Bns is likely to outperform the market. Moreover, DHFL Pramerica Gilt Dr Pl HY Bns has an alpha of 0.0075 implying that it can potentially generate 0.0075% excess return over DOW after adjusting for the inherited market risk (beta).
Predicted Return Density
|Alpha over DOW||=||0.0075|
|Beta against DOW||=||0.01|
DHFL Pramerica Return VolatilityDHFL Pramerica Gilt Dr Pl HY Bns accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 2.0388% risk (volatility on return distribution) over the 30 days horizon.
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DOW has a standard deviation of returns of 2.04 and is 9.223372036854776E16 times more volatile than DHFL Pramerica Gilt Dr Pl HY Bns. 0% of all equities and portfolios are less risky than DHFL Pramerica. Compared to the overall equity markets, volatility of historical daily returns of DHFL Pramerica Gilt Dr Pl HY Bns is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use DHFL Pramerica Gilt Dr Pl HY Bns to protect your portfolios against small markets fluctuations. The fund experiences normal downward trend, but the immediate impact on correlations cannot be determined at the moment . Check odds of DHFL Pramerica to be traded at 12.76 in 30 days. . As returns on market increase, returns on owning DHFL Pramerica are expected to decrease at a much smaller rate. During bear market, DHFL Pramerica is likely to outperform the market.
DHFL Pramerica correlation with market
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