|Horizon||30 Days Login to change|
JPMorgan India Market Sensitivity
|As returns on market increase, JPMorgan India returns are expected to increase less than the market. However during bear market, the loss on holding JPMorgan India will be expected to be smaller as well.One Month Beta |Analyze JPMorgan India Liquid Demand TrendCheck current 30 days JPMorgan India correlation with market (DOW)|
β = 0.0075
JPMorgan India Central Daily Price Deviation
JPMorgan India Liquid Technical Analysis
JPMorgan India Projected Return Density Against MarketAssuming 30 trading days horizon, JPMorgan India has beta of 0.0075 suggesting as returns on market go up, JPMorgan India average returns are expected to increase less than the benchmark. However during bear market, the loss on holding JPMorgan India Liquid Ret Wk Div will be expected to be much smaller as well. Additionally, JPMorgan India Liquid Ret Wk Div has a negative alpha implying that the risk taken by holding this equity is not justified. The company is significantly underperforming DOW
JPMorgan India Return VolatilityJPMorgan India Liquid Ret Wk Div accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.2054% risk (volatility on return distribution) over the 30 days horizon.