JPMorgan Ind (India) Risk Analysis And Volatility Evaluation

F00000QFPC -- India Fund  

INR 14.59  0.00  0.00%

Our approach towards determining 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 JPMorgan Ind Bnkg which you can use to evaluate future volatility of the entity. Please check out JPMorgan Ind Risk Adjusted Performance of 0.1699 and Market Risk Adjusted Performance of 4.70 to validate if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

JPMorgan Ind Market Sensitivity

As returns on market increase, returns on owning JPMorgan Ind are expected to decrease at a much smaller rate. During bear market, JPMorgan Ind is likely to outperform the market.
One Month Beta |Analyze JPMorgan Ind Bnkg Demand Trend
Check current 30 days JPMorgan Ind correlation with market (DOW)
β = -0.0118
JPMorgan Ind Almost negative betaJPMorgan Ind Bnkg Beta Legend

JPMorgan Ind Bnkg 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.

JPMorgan Ind Projected Return Density Against Market

Assuming 30 trading days horizon, JPMorgan Ind Bnkg PSU Debt Reg Div has beta of -0.0118 suggesting as returns on benchmark increase, returns on holding JPMorgan Ind are expected to decrease at a much smaller rate. During bear market, however, JPMorgan Ind Bnkg PSU Debt Reg Div is likely to outperform the market. Moreover, JPMorgan Ind Bnkg PSU Debt Reg Div has an alpha of 0.0566 implying that it can potentially generate 0.0566% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.06
β
Beta against DOW=0.01
σ
Overall volatility
=0.00
Ir
Information ratio =0.27

JPMorgan Ind Return Volatility

JPMorgan Ind Bnkg PSU Debt Reg Div accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 0.389% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

JPMorgan Ind Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity

Unaffected

Investment Outlook

JPMorgan Ind Investment Opportunity

DOW has a standard deviation of returns of 0.39 and is 9.223372036854776E16 times more volatile than JPMorgan Ind Bnkg PSU Debt Reg Div. 0% of all equities and portfolios are less risky than JPMorgan Ind. Compared to the overall equity markets, volatility of historical daily returns of JPMorgan Ind Bnkg PSU Debt Reg Div is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use JPMorgan Ind Bnkg PSU Debt Reg Div to protect against small markets fluctuations. The fund experiences normal downward trend, but the immediate impact on correlations cannot be determined at the moment . Check odds of JPMorgan Ind to be traded at 14.44 in 30 days. As returns on market increase, returns on owning JPMorgan Ind are expected to decrease at a much smaller rate. During bear market, JPMorgan Ind is likely to outperform the market.

JPMorgan Ind correlation with market

Good diversification
Overlapping area represents the amount of risk that can be diversified away by holding JPMorgan Ind Bnkg PSU Debt Reg and equity matching DJI index in the same portfolio.

JPMorgan Ind Volatility Indicators

JPMorgan Ind Bnkg PSU Debt Reg Div Current Risk Indicators

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