Franklin India (India) Risk Analysis And Volatility Evaluation

F00000PDK0 -- India Fund  

INR 1,300  1.99  0.15%

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-one technical indicators for Franklin India ST Income Dir Qt Div which you can use to evaluate future volatility of the entity. Please confirm Franklin India ST Mean Deviation of 0.3261 to check if risk estimate we provide are consistent with the epected return of 0.0%.
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.
One Month Beta |Analyze Franklin India ST Demand Trend
Check current 30 days Franklin India correlation with market (DOW)
β = -0.1609

Franklin India Central Daily Price Deviation

Franklin India ST 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.

Franklin India Projected Return Density Against Market

Assuming 30 trading days horizon, Franklin India ST Income Dir Qt Div has beta of -0.1609 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 ST Income Dir Qt Div is likely to outperform the market. Moreover, Franklin India ST Income Dir Qt Div has an alpha of 0.0303 implying that it can potentially generate 0.0303% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.0303
β
Beta against DOW=0.16
σ
Overall volatility
=0.00
Ir
Information ratio =0.15

Franklin India Return Volatility

Franklin India ST Income Dir Qt Div accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.1955% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Franklin India Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity

Insignificant

Investment Outlook

Franklin India Investment Opportunity

DOW has a standard deviation of returns of 1.2 and is 9.223372036854776E16 times more volatile than Franklin India ST Income Dir Qt 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 ST Income Dir Qt Div is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use Franklin India ST Income Dir Qt Div to enhance returns of your portfolios. The fund experiences normal upward fluctuation. Check odds of Franklin India to be traded at 1365.11 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
Very good diversification
Overlapping area represents the amount of risk that can be diversified away by holding Franklin India ST Income Dir Q and equity matching DJI index in the same portfolio.

Franklin India Volatility Indicators

Franklin India ST Income Dir Qt Div Current Risk Indicators

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