JPMorgan India (India) Risk Analysis And Volatility Evaluation

F000002FP5 -- India Fund  

INR 1,019  0.60  0.06%

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-one 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 0.21 and Market Risk Adjusted Performance of 1.20 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, 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 Trend
Check current 30 days JPMorgan India correlation with market (DOW)
β = 0.0075

JPMorgan India Central Daily Price Deviation

JPMorgan India Liquid 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.

JPMorgan India Projected Return Density Against Market

Assuming 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
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.0082
β
Beta against DOW=0.0075
σ
Overall volatility
=0.00
Ir
Information ratio =2.21

JPMorgan India Return Volatility

JPMorgan 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.
 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

Insignificant

Investment Outlook

JPMorgan India Investment Opportunity

DOW has a standard deviation of returns of 1.21 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 1069.96 in 30 days. 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.

JPMorgan India correlation with market

correlation synergy
Average diversification
Overlapping area represents the amount of risk that can be diversified away by holding JPMorgan India Liquid Ret Wk D and equity matching DJI index in the same portfolio.

JPMorgan India Volatility Indicators

JPMorgan India Liquid Ret Wk Div Current Risk Indicators

Additionally see Investing Opportunities. Please also try Portfolio Rebalancing module to analyze risk-adjusted returns against different time horizons to find asset-allocation targets.
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