|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 Govt Demand TrendCheck current 30 days DSP BlackRock correlation with market (DOW)|
β = -0.0069
DSP BlackRock Central Price Deviations
DSP BlackRock Govt Technical Analysis
DSP BlackRock Projected Return Density Against MarketAssuming 30 trading days horizon, DSP BlackRock Govt Sec Reg Mn Div has beta of -0.0069 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, DSP BlackRock Govt Sec Reg Mn Div has an alpha of 0.0722 implying that it can potentially generate 0.0722% excess return over DOW after adjusting for the inherited market risk (beta).
DSP BlackRock Return VolatilityDSP BlackRock Govt Sec Reg Mn Div accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.2425% risk (volatility on return distribution) over the 30 days horizon.