JPMorgan India (India) Risk Analysis And Volatility Evaluation

F000002FP5 -- India Fund  

INR 1,018  0.18  0.0177%

Our approach towards determining 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 nineteen technical indicators for JPMorgan India Liquid which you can use to evaluate future volatility of the entity. Please check out JPMorgan India Risk Adjusted Performance of 0.01 to validate if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

JPMorgan India Liquid Technical Analysis

Transformation
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JPMorgan India Projected Return Density Against Market

Assuming 30 trading days horizon, JPMorgan India has beta of 0.0 suggesting unless we do not have required data, the returns on DOW and JPMorgan India are completely uncorrelated. Furthermore, JPMorgan India Liquid Ret Wk DivIt does not look like JPMorgan India alpha can have any bearing on the equity current valuation.
α
Alpha over DOW
=0.00
β
Beta against DOW=0.00
σ
Overall volatility
=0.00
Ir
Information ratio =0.00

JPMorgan India Return Volatility

JPMorgan India Liquid Ret Wk Div accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 0.0% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

JPMorgan India Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity

Unaffected

Investment Outlook

JPMorgan India Investment Opportunity

DOW has a standard deviation of returns of 0.38 and is 9.223372036854776E16 times more volatile than JPMorgan India Liquid Ret Wk Div. 0% of all equities and portfolios are less risky than JPMorgan India. Compared to the overall equity markets, volatility of historical daily returns of JPMorgan India Liquid Ret Wk Div is lower than 0 (%) of all global equities and portfolios over the last 30 days.

JPMorgan India Volatility Indicators

JPMorgan India Liquid Ret Wk Div Current Risk Indicators

Additionally see Investing Opportunities. Please also try Portfolio Suggestion module to get suggestions outside of your existing asset allocation including your own model portfolios.
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