LIC MF (India) Risk Analysis And Volatility Evaluation

LICMFSAVINGS -- India Fund  

INR 10.22  0.00  0.00%

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 Market Risk Adjusted Performance of 0.09 and Mean Deviation of 0.1086 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 Trend
Check current 30 days LIC MF correlation with market (DOW)
β = 0.0313

LIC MF Central Daily Price Deviation

LIC MF Savings Technical Analysis

Transformation
We are not able to run technical analysis function on this symbol. We either do not have that equity or its historical data is not available at this time. Please try again later.

LIC MF Projected Return Density Against Market

Assuming 30 trading days horizon, LIC MF has beta of 0.0313 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, LIC MF Savings Plus Mn Div has an alpha of 0.0031 implying that it can potentially generate 0.0031% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.0031
β
Beta against DOW=0.0313
σ
Overall volatility
=0.00
Ir
Information ratio =0.62

LIC MF Return Volatility

LIC MF Savings Plus Mn Div accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.1871% 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 1.19 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 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 10.12 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

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

LIC MF Volatility Indicators

LIC MF Savings Plus Mn Div Current Risk Indicators

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