DSP BlackRock (India) Risk Analysis And Volatility Evaluation

F00000QG2G -- India Fund  

INR 10.22  0.01  0.1%

Our philosophy in 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 DSP BlackRock Bank PSU Debt Dir Mn Div which you can use to evaluate future volatility of the entity. Please confirm DSP BlackRock Bank Mean Deviation of 0.3651 to check if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

DSP BlackRock Market Sensitivity

As returns on market increase, returns on owning DSP BlackRock are expected to decrease at a much smaller rate. During bear market, DSP BlackRock is likely to outperform the market.
One Month Beta |Analyze DSP BlackRock Bank Demand Trend
Check current 30 days DSP BlackRock correlation with market (DOW)
β = -0.1489

DSP BlackRock Central Daily Price Deviation

DSP BlackRock Bank Technical Analysis

Transformation
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DSP BlackRock Projected Return Density Against Market

Assuming 30 trading days horizon, DSP BlackRock Bank PSU Debt Dir Mn Div has beta of -0.1489 suggesting as returns on benchmark increase, returns on holding DSP BlackRock are expected to decrease at a much smaller rate. During bear market, however, DSP BlackRock Bank PSU Debt Dir Mn Div is likely to outperform the market. 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 
α
Alpha over DOW
=0.05
β
Beta against DOW=0.15
σ
Overall volatility
=0.00
Ir
Information ratio =0.06

DSP BlackRock Return Volatility

DSP BlackRock Bank PSU Debt Dir Mn Div accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.1955% 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

Insignificant

Investment Outlook

DSP BlackRock Investment Opportunity

DOW has a standard deviation of returns of 1.2 and is 9.223372036854776E16 times more volatile than DSP BlackRock Bank PSU Debt Dir Mn Div. 0% 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 0 (%) 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 10.73 in 30 days. As returns on market increase, returns on owning DSP BlackRock are expected to decrease at a much smaller rate. During bear market, DSP BlackRock is likely to outperform the market.

DSP BlackRock correlation with market

correlation synergy
Very good 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

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