SBI Life (India) Risk Analysis And Volatility Evaluation

F00000H6BI -- India Fund  

INR 40.79  1.12  2.67%

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 technical indicators for SBI Life Growth which you can use to evaluate future volatility of the entity. Please validate SBI Life Risk Adjusted Performance of 0.3293, Market Risk Adjusted Performance of 0.8634 and Coefficient Of Variation of 370.92 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.
One Month Beta |Analyze SBI Life Growth Demand Trend
Check current 30 days SBI Life correlation with market (DOW)
β = 0.2384
SBI Life Central Price Deviations

SBI Life Growth 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.

SBI Life Projected Return Density Against Market

Assuming 30 trading days horizon, SBI Life has beta of 0.2384 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, SBI Life Growth has an alpha of 0.2064 implying that it can potentially generate 0.2064% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.21
β
Beta against DOW=0.24
σ
Overall volatility
=0.00
Ir
Information ratio =0.27

SBI Life Return Volatility

SBI Life Growth accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.2425% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

SBI Life Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity

Insignificant

Investment Outlook

SBI Life Investment Opportunity

DOW has a standard deviation of returns of 1.24 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 against small markets fluctuations. The fund experiences unexpected downward movement. The market is reacting to new fundamentals. Check odds of SBI Life to be traded at 39.16 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
Weak 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

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