SBI Life (India) Risk Analysis And Volatility

F00000H6BI -- India Fund  

INR 40.79  1.12  0.03%

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-one technical indicators for SBI Life Growth which you can use to evaluate future volatility of the entity. Please validate SBI Life Market Risk Adjusted Performance of 3.18, Risk Adjusted Performance of 0.3467 and Downside Deviation of 0.7271 to confirm if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

SBI Life Market Sensitivity

As returns on market increase, SBI Life returns are expected to increase less than the market. However during bear market, the loss on holding SBI Life will be expected to be smaller as well.
2 Months Beta |Analyze SBI Life Growth Demand Trend
Check current 30 days SBI Life correlation with market (DOW)
β = 0.0478

SBI Life Central Daily Price Deviation

SBI Life Growth Technical Analysis

Transformation
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SBI Life Projected Return Density Against Market

Assuming 30 trading days horizon, SBI Life has beta of 0.0478 suggesting as returns on market go up, SBI Life average returns are expected to increase less than the benchmark. However during bear market, the loss on holding SBI Life Growth will be expected to be much smaller as well. Moreover, The company has an alpha of 0.1544 implying that it can potentially generate 0.1544% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.15
β
Beta against DOW=0.0478
σ
Overall volatility
=0.00
Ir
Information ratio =0.24

SBI Life Return Volatility

the mutual fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 1.9504% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

SBI Life Volatility Factors

60 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

60 Days Economic Sensitivity

Insignificant

Investment Outlook

SBI Life Investment Opportunity

DOW has a standard deviation of returns of 1.95 and is 9.223372036854776E16 times more volatile than SBI Life Growth. 0% of all equities and portfolios are less risky than SBI Life. Compared to the overall equity markets, volatility of historical daily returns of SBI Life Growth is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use SBI Life Growth to protect your portfolios against small markets fluctuations. The fund experiences normal downward trend and little activity. Check odds of SBI Life to be traded at 40.38 in 30 days. . As returns on market increase, SBI Life returns are expected to increase less than the market. However during bear market, the loss on holding SBI Life will be expected to be smaller as well.

SBI Life correlation with market

correlation synergy
Average diversification
Overlapping area represents the amount of risk that can be diversified away by holding SBI Life Growth and equity matching DJI index in the same portfolio.

SBI Life Volatility Indicators

SBI Life Growth Current Risk Indicators

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