|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 TrendCheck current 30 days SBI Life correlation with market (DOW)|
β = 0.2384
SBI Life Central Price Deviations
SBI Life Growth Technical Analysis
SBI Life Projected Return Density Against MarketAssuming 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).
SBI Life Return VolatilitySBI 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.