SBI Life (India) Risk Analysis And Volatility

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 to confirm if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

SBI Life Growth Technical Analysis

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SBI Life Projected Return Density Against Market

Assuming 30 trading days horizon, SBI Life has beta of 0.0 suggesting the returns on DOW and SBI Life do not appear to be reactive. Furthermore, It does not look like the company alpha can have any bearing on the equity current valuation.
Assuming 30 trading days horizon, the coefficient of variation of SBI Life is 0.0. The daily returns are destributed with a variance of 0.0 and standard deviation of 0.0. The mean deviation of SBI Life Growth is currently at 0.0. For similar time horizon, the selected benchmark (DOW) has volatility of 0.79
α
Alpha over DOW
=0.00
β
Beta against DOW=0.00
σ
Overall volatility
=0.00
Ir
Information ratio =0.00

SBI Life Return Volatility

the mutual fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 43.2015% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

SBI Life Investment Opportunity

DOW has a standard deviation of returns of 43.2 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.

SBI Life Current Risk Indicators

SBI Life Suggested Diversification Pairs

See also Investing Opportunities. Please also try Portfolio Diagnostics module to use generated alerts and portfolio events aggregator to diagnose current holdings.
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