LIC MF (India) Risk Analysis And Volatility

Our approach to estimating volatility of a stock is to use all available market data together with stock 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 firm. Please verify LIC MF RGESS SR 3 RG PLN DVD P 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 RGESS Technical Analysis

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LIC MF Projected Return Density Against Market

Assuming 30 trading days horizon, LIC MF has beta of 0.0 indicating the returns on DOW and LIC MF do not appear to be sensitive. Furthermore, It does not look like the company alpha can have any bearing on the equity current valuation.
 Predicted Return Density 
      Returns 
Assuming 30 trading days horizon, the coefficient of variation of LIC MF is 0.0. The daily returns are destributed with a variance of 0.0 and standard deviation of 0.0. The mean deviation of LIC MF RGESS SR 3 RG PLN DVD P is currently at 0.0. For similar time horizon, the selected benchmark (DOW) has volatility of 1.79
α
Alpha over DOW
=0.00
β
Beta against DOW=0.00
σ
Overall volatility
=0.00
Ir
Information ratio =0.00

LIC MF Return Volatility

the company accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 1.8362% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

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Investment Outlook

LIC MF Investment Opportunity

DOW has a standard deviation of returns of 1.84 and is 9.223372036854776E16 times more volatile than LIC MF RGESS SR 3 RG PLN DVD P. 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 RGESS SR 3 RG PLN DVD P is lower than 0 (%) of all global equities and portfolios over the last 30 days.

LIC MF Volatility Indicators

LIC MF RGESS SR 3 RG PLN DVD P Current Risk Indicators

Please see also Stocks Correlation. Please also try Efficient Frontier module to plot and analyze your portfolio and positions against risk-return landscape of the market..
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