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 Savings Plus Mn Div Mean Deviation of 0.1181 and Market Risk Adjusted Performance of 0.1113 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, LIC MF returns are expected to increase less than the market. However during bear market, the loss on holding LIC MF will be expected to be smaller as well. 2 Months Beta |Analyze LIC MF Savings Demand TrendCheck current 30 days LIC MF correlation with market (DOW)|
β = 0.055
LIC MF Central Daily Price Deviation
LIC MF Savings Technical Analysis
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LIC MF Projected Return Density Against MarketAssuming 30 trading days horizon, LIC MF has beta of 0.055 indicating as returns on market go up, LIC MF average returns are expected to increase less than the benchmark. However during bear market, the loss on holding LIC MF Savings Plus Mn Div will be expected to be much smaller as well. Moreover, The company has an alpha of 0.0017 implying that it can potentially generate 0.0017% excess return over DOW after adjusting for the inherited market risk (beta).
Predicted Return Density
|Alpha over DOW||=||0.0017|
|Beta against DOW||=||0.06|
LIC MF Return Volatilitythe fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 1.8419% risk (volatility on return distribution) over the 30 days horizon.
DOW has a standard deviation of returns of 1.84 and is 9.223372036854776E16 times more volatile than LIC MF Savings Plus Mn 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 Savings Plus Mn Div is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use LIC MF Savings Plus Mn Div to protect your portfolios against small markets fluctuations. The fund experiences normal downward trend, but the immediate impact on correlations cannot be determined at the moment . Check odds of LIC MF to be traded at 10.13 in 30 days. . As returns on market increase, LIC MF returns are expected to increase less than the market. However during bear market, the loss on holding LIC MF will be expected to be smaller as well.
LIC MF correlation with market