SBI Emerging (India) Risk Analysis And Volatility

F00000PDCC -- India Fund  

INR 132.68  1.48  1.10%

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 Emerging Businesses Dir Gr which you can use to evaluate future volatility of the entity. Please validate SBI Emerging Risk Adjusted Performance of 0.4287, Market Risk Adjusted Performance of (2.22) and Downside Deviation of 1.21 to confirm if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

SBI Emerging Market Sensitivity

As returns on market increase, returns on owning SBI Emerging are expected to decrease at a much smaller rate. During bear market, SBI Emerging is likely to outperform the market.
2 Months Beta |Analyze SBI Emerging Businesses Demand Trend
Check current 30 days SBI Emerging correlation with market (DOW)
β = -0.1778

SBI Emerging Central Daily Price Deviation

SBI Emerging Businesses 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 Emerging Projected Return Density Against Market

Assuming 30 trading days horizon, SBI Emerging Businesses Dir Gr has beta of -0.1778 suggesting as returns on benchmark increase, returns on holding SBI Emerging are expected to decrease at a much smaller rate. During bear market, however, SBI Emerging Businesses Dir Gr is likely to outperform the market. Moreover, SBI Emerging Businesses Dir Gr has an alpha of 0.3643 implying that it can potentially generate 0.3643% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.36
β
Beta against DOW=0.18
σ
Overall volatility
=0.00
Ir
Information ratio =0.31

SBI Emerging Return Volatility

SBI Emerging Businesses Dir Gr accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 2.0388% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

SBI Emerging Volatility Factors

60 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

60 Days Economic Sensitivity

Insignificant

Investment Outlook

SBI Emerging Investment Opportunity

DOW has a standard deviation of returns of 2.04 and is 9.223372036854776E16 times more volatile than SBI Emerging Businesses Dir Gr. 0% of all equities and portfolios are less risky than SBI Emerging. Compared to the overall equity markets, volatility of historical daily returns of SBI Emerging Businesses Dir Gr is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use SBI Emerging Businesses Dir Gr to protect your portfolios against small markets fluctuations. The fund experiences somewhat bearish sentiment, but market may correct it shortly. Check odds of SBI Emerging to be traded at 128.7 in 30 days. . As returns on market increase, returns on owning SBI Emerging are expected to decrease at a much smaller rate. During bear market, SBI Emerging is likely to outperform the market.

SBI Emerging correlation with market

correlation synergy
Good diversification
Overlapping area represents the amount of risk that can be diversified away by holding SBI Emerging Businesses Dir Gr and equity matching DJI index in the same portfolio.

SBI Emerging Volatility Indicators

SBI Emerging Businesses Dir Gr Current Risk Indicators

Additionally see Investing Opportunities. Please also try Idea Breakdown module to analyze constituents of all macroaxis ideas. macroaxis investment ideas are predefined, sector-focused investing themes.
Search macroaxis.com