Franklin India (India) Risk Analysis And Volatility Evaluation

118539 -- India Fund  

INR 75.76  1.94  2.50%

Our philosophy in predicting 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 Franklin India Opportunities Dir Gr which you can use to evaluate future volatility of the entity. Please confirm Franklin India Oppor Mean Deviation of 0.4189 to check if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

Franklin India Market Sensitivity

As returns on market increase, Franklin India returns are expected to increase less than the market. However during bear market, the loss on holding Franklin India will be expected to be smaller as well.
One Month Beta |Analyze Franklin India Oppor Demand Trend
Check current 30 days Franklin India correlation with market (DOW)
β = 0.1472
Franklin India Small BetaFranklin India Oppor Beta Legend

Franklin India Oppor 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.

Franklin India Projected Return Density Against Market

Assuming 30 trading days horizon, Franklin India has beta of 0.1472 . This suggests as returns on market go up, Franklin India average returns are expected to increase less than the benchmark. However during bear market, the loss on holding Franklin India Opportunities Dir Gr will be expected to be much smaller as well. Additionally, Franklin India Opportunities Dir Gr has a negative alpha implying that the risk taken by holding this equity is not justified. The company is significantly underperforming DOW
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.02
β
Beta against DOW=0.15
σ
Overall volatility
=0.00
Ir
Information ratio =0.12

Franklin India Return Volatility

Franklin India Opportunities Dir Gr accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 0.389% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Franklin India Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity

Unaffected

Investment Outlook

Franklin India Investment Opportunity

DOW has a standard deviation of returns of 0.39 and is 9.223372036854776E16 times more volatile than Franklin India Opportunities Dir Gr. 0% of all equities and portfolios are less risky than Franklin India. Compared to the overall equity markets, volatility of historical daily returns of Franklin India Opportunities Dir Gr is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use Franklin India Opportunities Dir Gr to protect against small markets fluctuations. The fund experiences unexpected downward movement. The market is reacting to new fundamentals. Check odds of Franklin India to be traded at 72.73 in 30 days. As returns on market increase, Franklin India returns are expected to increase less than the market. However during bear market, the loss on holding Franklin India will be expected to be smaller as well.

Franklin India correlation with market

Significant diversification
Overlapping area represents the amount of risk that can be diversified away by holding Franklin India Opportunities D and equity matching DJI index in the same portfolio.

Franklin India Volatility Indicators

Franklin India Opportunities Dir Gr Current Risk Indicators

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