LIC MF (India) Risk Analysis And Volatility

LICMFGOVSECD -- India Fund  

INR 11.19  0.07  0.63%

Our approach to estimating 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 LIC MF which you can use to evaluate future volatility of the organization. Please verify LIC MF Gov Sec Div Market Risk Adjusted Performance of (18.97), Mean Deviation of 0.3019 and Downside Deviation of 0.3492 to check out if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

LIC MF Market Sensitivity

As returns on market increase, returns on owning LIC MF are expected to decrease at a much smaller rate. During bear market, LIC MF is likely to outperform the market.
2 Months Beta |Analyze LIC MF Gov Demand Trend
Check current 30 days LIC MF correlation with market (DOW)
β = -0.0038

LIC MF Central Daily Price Deviation

LIC MF Gov Technical Analysis

Transformation
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LIC MF Projected Return Density Against Market

Assuming 30 trading days horizon, LIC MF Gov Sec Div has beta of -0.0038 indicating as returns on benchmark increase, returns on holding LIC MF are expected to decrease at a much smaller rate. During bear market, however, LIC MF Gov Sec Div is likely to outperform the market. Moreover, The company has an alpha of 0.0724 implying that it can potentially generate 0.0724% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.07
β
Beta against DOW=0.0038
σ
Overall volatility
=0.00
Ir
Information ratio =0.0014

LIC MF Return Volatility

the fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 1.8736% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

LIC MF Volatility Factors

60 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

60 Days Economic Sensitivity

Insignificant

Investment Outlook

LIC MF Investment Opportunity

DOW has a standard deviation of returns of 1.87 and is 9.223372036854776E16 times more volatile than LIC MF Gov Sec Div. 0% of all equities and portfolios are less risky than LIC MF. Compared to the overall equity markets, volatility of historical daily returns of LIC MF Gov Sec Div is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use LIC MF Gov Sec Div to enhance returns of your portfolios. The fund experiences moderate upward volatility. Check odds of LIC MF to be traded at 12.31 in 30 days. . As returns on market increase, returns on owning LIC MF are expected to decrease at a much smaller rate. During bear market, LIC MF is likely to outperform the market.

LIC MF correlation with market

correlation synergy
Good diversification
Overlapping area represents the amount of risk that can be diversified away by holding LIC MF Gov Sec Div and equity matching DJI index in the same portfolio.

LIC MF Volatility Indicators

LIC MF Gov Sec Div Current Risk Indicators

Please see also Stocks Correlation. Please also try Correlation Analysis module to reduce portfolio risk simply by holding instruments which are not perfectly correlated.
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