Franklin India (India) Risk Analysis And Volatility

F00000PDJO -- India Fund  

INR 15.19  0.0012  0.0079%

We consider Franklin India unknown risk. Franklin India Builder secures Sharpe Ratio (or Efficiency) of 0.2561 which denotes the fund had 0.2561% of return per unit of standard deviation over the last 2 months. Our philosophy in predicting 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 Franklin India Inc Builder Dir HY Div which you can use to evaluate future volatility of the entity. Please confirm Franklin India Builder Coefficient Of Variation of 425.54, Downside Deviation of 0.1452 and Mean Deviation of 0.0814 to check if risk estimate we provide are consistent with the epected return of 0.0274%.
Horizon     30 Days    Login   to change

Franklin India Market Sensitivity

As returns on market increase, returns on owning Franklin India are expected to decrease at a much smaller rate. During bear market, Franklin India is likely to outperform the market.
2 Months Beta |Analyze Franklin India Builder Demand Trend
Check current 30 days Franklin India correlation with market (DOW)
β = -0.0018

Franklin India Central Daily Price Deviation

Franklin India Builder Technical Analysis

Transformation
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Franklin India Projected Return Density Against Market

Assuming 30 trading days horizon, Franklin India Inc Builder Dir HY Div has beta of -0.0018 suggesting as returns on benchmark increase, returns on holding Franklin India are expected to decrease at a much smaller rate. During bear market, however, Franklin India Inc Builder Dir HY Div is likely to outperform the market. Moreover, The company has an alpha of 0.026 implying that it can potentially generate 0.026% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
Assuming 30 trading days horizon, the coefficient of variation of Franklin India is 390.46. The daily returns are destributed with a variance of 0.01 and standard deviation of 0.11. The mean deviation of Franklin India Inc Builder Dir HY Div is currently at 0.07. For similar time horizon, the selected benchmark (DOW) has volatility of 1.79
α
Alpha over DOW
=0.026
β
Beta against DOW=0.0018
σ
Overall volatility
=0.11
Ir
Information ratio =0.3

Franklin India Return Volatility

the fund accepts 0.107% volatility on return distribution over the 30 days horizon. the entity inherits 1.9131% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Franklin India Volatility Factors

60 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

60 Days Economic Sensitivity

Insignificant

Investment Outlook

Franklin India Investment Opportunity

DOW has a standard deviation of returns of 1.91 and is 17.36 times more volatile than Franklin India Inc Builder Dir HY Div. 0% of all equities and portfolios are less risky than Franklin India. Compared to the overall equity markets, volatility of historical daily returns of Franklin India Inc Builder Dir HY Div is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use Franklin India Inc Builder Dir HY Div to protect your portfolios against small markets fluctuations. The fund experiences normal downward trend and little activity. Check odds of Franklin India to be traded at 15.04 in 30 days. . As returns on market increase, returns on owning Franklin India are expected to decrease at a much smaller rate. During bear market, Franklin India is likely to outperform the market.

Franklin India correlation with market

correlation synergy
Good diversification
Overlapping area represents the amount of risk that can be diversified away by holding Franklin India Inc Builder Dir and equity matching DJI index in the same portfolio.

Franklin India Volatility Indicators

Franklin India Inc Builder Dir HY Div Current Risk Indicators

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