SBI ST (India) Risk Analysis And Volatility Evaluation

F000000JWU -- India Fund  

INR 10.99  0.00  0.00%

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 technical indicators for SBI ST Debt Retl Fr Div which you can use to evaluate future volatility of the entity. Please validate SBI ST Risk Adjusted Performance of 0.1162, Market Risk Adjusted Performance of 0.3659 and Coefficient Of Variation of 567.99 to confirm if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

SBI ST Market Sensitivity

As returns on market increase, SBI ST returns are expected to increase less than the market. However during bear market, the loss on holding SBI ST will be expected to be smaller as well.
One Month Beta |Analyze SBI ST Debt Demand Trend
Check current 30 days SBI ST correlation with market (DOW)
β = 0.0274

SBI ST Central Daily Price Deviation

SBI ST Debt 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.

SBI ST Projected Return Density Against Market

Assuming 30 trading days horizon, SBI ST has beta of 0.0274 suggesting as returns on market go up, SBI ST average returns are expected to increase less than the benchmark. However during bear market, the loss on holding SBI ST Debt Retl Fr Div will be expected to be much smaller as well. Moreover, SBI ST Debt Retl Fr Div has an alpha of 0.0119 implying that it can potentially generate 0.0119% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.0119
β
Beta against DOW=0.0274
σ
Overall volatility
=0.00
Ir
Information ratio =0.78

SBI ST Return Volatility

SBI ST Debt Retl Fr Div accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.1996% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

SBI ST Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity

Insignificant

Investment Outlook

SBI ST Investment Opportunity

DOW has a standard deviation of returns of 1.2 and is 9.223372036854776E16 times more volatile than SBI ST Debt Retl Fr Div. 0% of all equities and portfolios are less risky than SBI ST. Compared to the overall equity markets, volatility of historical daily returns of SBI ST Debt Retl Fr Div is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use SBI ST Debt Retl Fr 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 SBI ST to be traded at 10.88 in 30 days. As returns on market increase, SBI ST returns are expected to increase less than the market. However during bear market, the loss on holding SBI ST will be expected to be smaller as well.

SBI ST correlation with market

correlation synergy
Weak diversification
Overlapping area represents the amount of risk that can be diversified away by holding SBI ST Debt Retl Fr Div and equity matching DJI index in the same portfolio.

SBI ST Volatility Indicators

SBI ST Debt Retl Fr Div Current Risk Indicators

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