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 TrendCheck current 30 days SBI Life correlation with market (DOW)|
β = 0.0478
SBI Life Central Daily Price Deviation
SBI Life Growth Technical Analysis
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SBI Life Projected Return Density Against MarketAssuming 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
|Alpha over DOW||=||0.15|
|Beta against DOW||=||0.0478|
SBI Life Return Volatilitythe 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.
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