DSP BlackRock (India) Risk Analysis And Volatility Evaluation

F00000QG2G -- India Fund  

INR 10.17  0.01  0.1%

Macroaxis considers DSP BlackRock to be unknown risk. DSP BlackRock Bank secures Sharpe Ratio (or Efficiency) of -0.5774 which denotes DSP BlackRock Bank had -0.5774% of return per unit of risk over the last 1 month. 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 Bank PSU Debt Dir Mn 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 Bank Mean Deviation of 0.1252 to check risk estimate we provide.
Horizon     30 Days    Login   to change

DSP BlackRock Market Sensitivity

As returns on market increase, DSP BlackRock returns are expected to increase less than the market. However during bear market, the loss on holding DSP BlackRock will be expected to be smaller as well.
One Month Beta |Analyze DSP BlackRock Bank Demand Trend
Check current 30 days DSP BlackRock correlation with market (DOW)
β = 0.011
DSP BlackRock Small BetaDSP BlackRock Bank Beta Legend

DSP BlackRock Bank Technical Analysis

Transformation
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DSP BlackRock Projected Return Density Against Market

Assuming 30 trading days horizon, DSP BlackRock has beta of 0.011 suggesting as returns on market go up, DSP BlackRock average returns are expected to increase less than the benchmark. However during bear market, the loss on holding DSP BlackRock Bank PSU Debt Dir Mn Div will be expected to be much smaller as well. Additionally, DSP BlackRock Bank PSU Debt Dir Mn Div has a negative alpha implying that the risk taken by holding this equity is not justified. The company is significantly underperforming DOW
 Predicted Return Density 
      Returns 
Assuming 30 trading days horizon, the coefficient of variation of DSP BlackRock is -173.21. The daily returns are destributed with a variance of 0.05 and standard deviation of 0.23. The mean deviation of DSP BlackRock Bank PSU Debt Dir Mn Div is currently at 0.17. For similar time horizon, the selected benchmark (DOW) has volatility of 0.39
α
Alpha over DOW
=0.03
β
Beta against DOW=0.011
σ
Overall volatility
=0.23
Ir
Information ratio =0.4

DSP BlackRock Return Volatility

DSP BlackRock Bank PSU Debt Dir Mn Div accepts 0.2262% 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 

Market Risk Breakdown

DSP BlackRock Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity

Unaffected

Investment Outlook

DSP BlackRock Investment Opportunity

DOW has a standard deviation of returns of 0.42 and is 1.83 times more volatile than DSP BlackRock Bank PSU Debt Dir Mn Div. 2% 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 Bank PSU Debt Dir Mn Div is lower than 2 (%) of all global equities and portfolios over the last 30 days. Use DSP BlackRock Bank PSU Debt Dir Mn Div to enhance returns of your portfolios. The fund experiences normal upward fluctuation. Check odds of DSP BlackRock to be traded at 10.68 in 30 days. As returns on market increase, DSP BlackRock returns are expected to increase less than the market. However during bear market, the loss on holding DSP BlackRock will be expected to be smaller as well.

DSP BlackRock correlation with market

Significant diversification
Overlapping area represents the amount of risk that can be diversified away by holding DSP BlackRock Bank PSU Debt Di and equity matching DJI index in the same portfolio.

DSP BlackRock Volatility Indicators

DSP BlackRock Bank PSU Debt Dir Mn Div Current Risk Indicators

Additionally see Investing Opportunities. Please also try Commodity Channel Index module to use commodity channel index to analyze current equity momentum.
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