DSP BlackRock (India) Risk Analysis And Volatility

F0GBR06SEB -- India Fund  

INR 10.81  0.06  0.56%

Macroaxis considers DSP BlackRock unknown risk given 2 months investment horizon. DSP BlackRock Govt secures Sharpe Ratio (or Efficiency) of 0.5774 which denotes DSP BlackRock Govt had 0.5774% of return per unit of risk over the last 2 months. 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 Govt Sec Reg Mn Div which you can use to evaluate future volatility of the entity. Please utilize DSP BlackRock Govt Semi Deviation of 0.3946, Mean Deviation of 0.2633 and Downside Deviation of 0.5505 to check if our risk estimates are consistent with your expectations.
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.
2 Months Beta |Analyze DSP BlackRock Govt Demand Trend
Check current 30 days DSP BlackRock correlation with market (DOW)
β = 0.0295

DSP BlackRock Central Daily Price Deviation

DSP BlackRock Govt Technical Analysis

Transformation
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DSP BlackRock Projected Return Density Against Market

Assuming 30 trading days horizon, DSP BlackRock has beta of 0.0295 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 Govt Sec Reg Mn Div will be expected to be much smaller as well. Moreover, DSP BlackRock Govt Sec Reg Mn Div has an alpha of 0.0362 implying that it can potentially generate 0.0362% excess return over DOW after adjusting for the inherited market risk (beta).
 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 0.19 and standard deviation of 0.43. The mean deviation of DSP BlackRock Govt Sec Reg Mn Div is currently at 0.33. For similar time horizon, the selected benchmark (DOW) has volatility of 1.97
α
Alpha over DOW
=0.0362
β
Beta against DOW=0.0295
σ
Overall volatility
=0.43
Ir
Information ratio =0.39

DSP BlackRock Return Volatility

DSP BlackRock Govt Sec Reg Mn Div accepts 0.4305% volatility on return distribution over the 30 days horizon. DOW inherits 2.0125% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

DSP BlackRock Volatility Factors

60 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

60 Days Economic Sensitivity

Insignificant

Investment Outlook

DSP BlackRock Investment Opportunity

DOW has a standard deviation of returns of 2.01 and is 4.67 times more volatile than DSP BlackRock Govt Sec Reg Mn Div. 3% 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 Govt Sec Reg Mn Div is lower than 3 (%) of all global equities and portfolios over the last 30 days. Use DSP BlackRock Govt Sec Reg Mn Div to enhance returns of your portfolios. The fund experiences moderate upward volatility. Check odds of DSP BlackRock to be traded at 11.89 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

correlation synergy
Average diversification
Overlapping area represents the amount of risk that can be diversified away by holding DSP BlackRock Govt Sec Reg Mn and equity matching DJI index in the same portfolio.

DSP BlackRock Volatility Indicators

DSP BlackRock Govt Sec Reg Mn Div Current Risk Indicators

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