SBI Magnum (India) Risk Analysis And Volatility

Our way of measuring 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 SBI Magnum Multiplier Fund Reg Gr which you can use to evaluate future volatility of the entity. Please validate SBI Magnum to confirm if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

SBI Magnum Multiplier Technical Analysis

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SBI Magnum Projected Return Density Against Market

Assuming 30 trading days horizon, SBI Magnum has beta of 0.0 . This suggests the returns on DOW and SBI Magnum do not appear to be sensitive. Furthermore, It does not look like the company alpha can have any bearing on the equity current valuation.
Assuming 30 trading days horizon, the coefficient of variation of SBI Magnum is 0.0. The daily returns are destributed with a variance of 0.0 and standard deviation of 0.0. The mean deviation of SBI Magnum Multiplier Fund Reg Gr is currently at 0.0. For similar time horizon, the selected benchmark (DOW) has volatility of 0.65
Alpha over DOW
Beta against DOW=0.00
Overall volatility
Information ratio =0.00

SBI Magnum Return Volatility

the fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 0.6457% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 

SBI Magnum Investment Opportunity

DOW has a standard deviation of returns of 0.65 and is 9.223372036854776E16 times more volatile than SBI Magnum Multiplier Fund Reg Gr. 0% of all equities and portfolios are less risky than SBI Magnum. Compared to the overall equity markets, volatility of historical daily returns of SBI Magnum Multiplier Fund Reg Gr is lower than 0 (%) of all global equities and portfolios over the last 30 days.

SBI Magnum Current Risk Indicators

SBI Magnum Suggested Diversification Pairs

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