SBI Emerging (India) Risk Analysis And Volatility Evaluation

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 0.3488 and Market Risk Adjusted Performance of 16.47 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, SBI Emerging returns are expected to increase less than the market. However during bear market, the loss on holding SBI Emerging will be expected to be smaller as well.
One Month Beta |Analyze SBI Emerging Businesses Demand Trend
Check current 30 days SBI Emerging correlation with market (DOW)
β = 0.0447
SBI Emerging Small BetaSBI Emerging Businesses Beta Legend

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 has beta of 0.0447 suggesting as returns on market go up, SBI Emerging average returns are expected to increase less than the benchmark. However during bear market, the loss on holding SBI Emerging Businesses Dir Gr will be expected to be much smaller as well. Moreover, SBI Emerging Businesses Dir Gr has an alpha of 0.7286 implying that it can potentially generate 0.7286% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.73
β
Beta against DOW=0.0447
σ
Overall volatility
=0.00
Ir
Information ratio =0.23

SBI Emerging Return Volatility

SBI Emerging Businesses Dir Gr accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.211% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

SBI Emerging Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity

Insignificant

Investment Outlook

SBI Emerging Investment Opportunity

DOW has a standard deviation of returns of 1.21 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 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, SBI Emerging returns are expected to increase less than the market. However during bear market, the loss on holding SBI Emerging will be expected to be smaller as well.

SBI Emerging correlation with market

correlation synergy
Significant 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

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