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 technical indicators for DSP BlackRock Govt Sec Reg Mn Div which you can use to evaluate future volatility of the entity. Please confirm DSP BlackRock Govt Downside Deviation of 0.1318, Mean Deviation of 0.0985 and Coefficient Of Variation of 270.28 to check if risk estimate we provide are consistent with the epected return of 0.0%.
60 Days Market Risk
Chance of Distress in 24 months
60 Days Economic Sensitivity
|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. 2 Months Beta |Analyze DSP BlackRock Govt Demand TrendCheck current 30 days DSP BlackRock correlation with market (DOW)|
β = -0.0141
DSP BlackRock Central Daily Price Deviation
DSP BlackRock Govt Technical Analysis
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DSP BlackRock Projected Return Density Against MarketAssuming 30 trading days horizon, DSP BlackRock Govt Sec Reg Mn Div has beta of -0.0141 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 Govt Sec Reg Mn Div is likely to outperform the market. Moreover, The company has an alpha of 0.0393 implying that it can potentially generate 0.0393% excess return over DOW after adjusting for the inherited market risk (beta).
Predicted Return Density
|Alpha over DOW||=||0.0393|
|Beta against DOW||=||0.01|
DSP BlackRock Return Volatilitythe fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 0.8028% risk (volatility on return distribution) over the 30 days horizon.
DSP BlackRock Investment Opportunity
DOW has a standard deviation of returns of 0.8 and is 9.223372036854776E16 times more volatile than DSP BlackRock Govt Sec Reg 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 Govt Sec Reg Mn Div is lower than 0 (%) 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 normal upward fluctuation. Check odds of DSP BlackRock to be traded at 11.35 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
DSP BlackRock Current Risk Indicators
|Risk Adjusted Performance||0.244|
|Market Risk Adjusted Performance||(2.77)|
|Coefficient Of Variation||270.28|
DSP BlackRock Suggested Diversification Pairs