DHFL Pramerica (India) Risk Analysis And Volatility Evaluation

F00000PSMF -- India Fund  

INR 12.89  0.00  0.00%

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 721.17 and Mean Deviation of 0.0716 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, DHFL Pramerica returns are expected to increase less than the market. However during bear market, the loss on holding DHFL Pramerica will be expected to be smaller as well.
One Month Beta |Analyze DHFL Pramerica Gilt Demand Trend
Check current 30 days DHFL Pramerica correlation with market (DOW)
β = 0.0281
DHFL Pramerica Small BetaDHFL Pramerica Gilt Beta Legend

DHFL Pramerica Gilt 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.

DHFL Pramerica Projected Return Density Against Market

Assuming 30 trading days horizon, DHFL Pramerica has beta of 0.0281 suggesting as returns on market go up, DHFL Pramerica average returns are expected to increase less than the benchmark. However during bear market, the loss on holding DHFL Pramerica Gilt Dr Pl HY Bns will be expected to be much smaller as well. Moreover, DHFL Pramerica Gilt Dr Pl HY Bns has an alpha of 0.01 implying that it can potentially generate 0.01% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.01
β
Beta against DOW=0.0281
σ
Overall volatility
=0.00
Ir
Information ratio =0.49

DHFL Pramerica Return Volatility

DHFL Pramerica Gilt Dr Pl HY Bns accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 0.4208% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

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Investment Outlook

DHFL Pramerica Investment Opportunity

DOW has a standard deviation of returns of 0.42 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 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, DHFL Pramerica returns are expected to increase less than the market. However during bear market, the loss on holding DHFL Pramerica will be expected to be smaller as well.

DHFL Pramerica correlation with market

Significant diversification
Overlapping area represents the amount of risk that can be diversified away by holding DHFL Pramerica Gilt Dr Pl HY B and equity matching DJI index in the same portfolio.

DHFL Pramerica Volatility Indicators

DHFL Pramerica Gilt Dr Pl HY Bns Current Risk Indicators

Additionally see Investing Opportunities. Please also try Bollinger Bands module to use bollinger bands indicator to analyze target price for a given investing horizon.
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