LIC MF (India) Risk Analysis And Volatility Evaluation

LICMFGOVSECD -- India Fund  

INR 10.70  0.01  0.09%

We consider LIC MF unknown risk. LIC MF Gov retains Efficiency (Sharpe Ratio) of 0.5 which conveys that LIC MF Gov had 0.5% of return per unit of return volatility over the last 1 month. 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 technical indicators for LIC MF which you can use to evaluate future volatility of the organization. Please verify LIC MF Gov Sec Div Downside Deviation of 0.4821 and Mean Deviation of 0.2223 to check out if risk estimate we provide are consistent with the epected return of 0.0234%.
Horizon     30 Days    Login   to change

LIC MF Gov Technical Analysis

Transformation
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LIC MF Projected Return Density Against Market

Assuming 30 trading days horizon, LIC MF has beta of 0.0 indicating unless we do not have required data, the returns on DOW and LIC MF are completely uncorrelated. Furthermore, LIC MF Gov Sec DivIt does not look like LIC MF alpha can have any bearing on the equity current valuation.
Assuming 30 trading days horizon, the coefficient of variation of LIC MF is 200.0. The daily returns are destributed with a variance of 0.0 and standard deviation of 0.05. The mean deviation of LIC MF Gov Sec Div is currently at 0.04. For similar time horizon, the selected benchmark (DOW) has volatility of 0.0
α
Alpha over DOW
=0.00
β
Beta against DOW=0.00
σ
Overall volatility
=0.0468
Ir
Information ratio =0.00

LIC MF Return Volatility

LIC MF Gov Sec Div accepts 0.0468% volatility on return distribution over the 30 days horizon. DOW inherits 0.0% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

LIC MF Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity

Unaffected

Investment Outlook

LIC MF Investment Opportunity

DOW has a standard deviation of returns of 0.45 and is 9.0 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.

LIC MF Volatility Indicators

LIC MF Gov Sec Div Current Risk Indicators

Please see also Stocks Correlation. Please also try Bollinger Bands module to use bollinger bands indicator to analyze target price for a given investing horizon.
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