DHFL Pramerica (India) Risk Analysis And Volatility Evaluation

F00000PSMI -- India Fund  

INR 13.68  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-one technical indicators for DHFL Pramerica Low Dur Dr Pl Mn Bns which you can use to evaluate future volatility of the entity. Please confirm DHFL Pramerica Low Mean Deviation of 0.15 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.
One Month Beta |Analyze DHFL Pramerica Low Demand Trend
Check current 30 days DHFL Pramerica correlation with market (DOW)
β = -0.039

DHFL Pramerica Central Daily Price Deviation

DHFL Pramerica Low 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 Low Dur Dr Pl Mn Bns has beta of -0.039 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 Low Dur Dr Pl Mn Bns is likely to outperform the market. Moreover, DHFL Pramerica Low Dur Dr Pl Mn Bns has an alpha of 0.0953 implying that it can potentially generate 0.0953% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.1
β
Beta against DOW=0.04
σ
Overall volatility
=0.00
Ir
Information ratio =0.65

DHFL Pramerica Return Volatility

DHFL Pramerica Low Dur Dr Pl Mn Bns accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.2951% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

DHFL Pramerica Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity

Insignificant

Investment Outlook

DHFL Pramerica Investment Opportunity

DOW has a standard deviation of returns of 1.3 and is 9.223372036854776E16 times more volatile than DHFL Pramerica Low Dur Dr Pl Mn 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 Low Dur Dr Pl Mn Bns is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use DHFL Pramerica Low Dur Dr Pl Mn 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 13.54 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

correlation synergy
Good diversification
Overlapping area represents the amount of risk that can be diversified away by holding DHFL Pramerica Low Dur Dr Pl M and equity matching DJI index in the same portfolio.

DHFL Pramerica Volatility Indicators

DHFL Pramerica Low Dur Dr Pl Mn Bns Current Risk Indicators

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