Franklin India (India) Risk Analysis And Volatility

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 TMA Sup Inst Dir Dl Div which you can use to evaluate future volatility of the entity. Please confirm Franklin India TMA to check if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

Franklin India TMA Technical Analysis

Transformation
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Franklin India Projected Return Density Against Market

Assuming 30 trading days horizon, Franklin India has beta of 0.0 . This suggests the returns on DOW and Franklin India 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 Franklin India is 0.0. The daily returns are destributed with a variance of 0.0 and standard deviation of 0.0. The mean deviation of Franklin India TMA Sup Inst Dir Dl Div 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

Franklin India Return Volatility

the fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 1.9214% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Franklin India Volatility Factors

60 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

60 Days Economic Sensitivity

Insignificant

Investment Outlook

Franklin India Investment Opportunity

DOW has a standard deviation of returns of 1.92 and is 9.223372036854776E16 times more volatile than Franklin India TMA Sup Inst Dir Dl Div. 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 TMA Sup Inst Dir Dl Div is lower than 0 (%) of all global equities and portfolios over the last 30 days.

Franklin India Volatility Indicators

Franklin India TMA Sup Inst Dir Dl Div Current Risk Indicators

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