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 twenty technical indicators for JPMorgan India Liquid which you can use to evaluate future volatility of the entity. Please check out JPMorgan India Market Risk Adjusted Performance of 0.6297 and Risk Adjusted Performance of
(0.06) to validate if risk estimate we provide are consistent with the epected return of 0.0%.
|Horizon||30 Days Login to change|
JPMorgan India Market Sensitivity
|As returns on market increase, returns on owning JPMorgan India are expected to decrease at a much smaller rate. During bear market, JPMorgan India is likely to outperform the market. 2 Months Beta |Analyze JPMorgan India Liquid Demand TrendCheck current 30 days JPMorgan India correlation with market (DOW)|
β = -0.0025
JPMorgan India Central Daily Price Deviation
JPMorgan India Liquid Technical Analysis
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.
JPMorgan India Projected Return Density Against MarketAssuming 30 trading days horizon, JPMorgan India Liquid Ret Wk Div has beta of -0.0025 suggesting as returns on benchmark increase, returns on holding JPMorgan India are expected to decrease at a much smaller rate. During bear market, however, JPMorgan India Liquid Ret Wk Div is likely to outperform the market. Additionally, The company has a negative alpha implying that the risk taken by holding this equity is not justified. JPMorgan India Liquid is significantly underperforming DOW.
Predicted Return Density
|Alpha over DOW||=||0.0017|
|Beta against DOW||=||0.0025|
JPMorgan India Return Volatilitythe fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 1.9997% risk (volatility on return distribution) over the 30 days horizon.
DOW has a standard deviation of returns of 2.0 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. Use JPMorgan India Liquid Ret Wk Div to enhance returns of your portfolios. The fund experiences normal upward fluctuation. Check odds of JPMorgan India to be traded at 1070.21 in 30 days. . As returns on market increase, returns on owning JPMorgan India are expected to decrease at a much smaller rate. During bear market, JPMorgan India is likely to outperform the market.
JPMorgan India correlation with market