Franklin India (India) Risk Analysis And Volatility Evaluation

F00000T8S0 -- India Fund  

INR 10.14  0.44  4.16%

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 Bank PSU Debt Dir Div which you can use to evaluate future volatility of the entity. Please confirm Franklin India Bank Mean Deviation of 0.0965 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, Franklin India returns are expected to increase less than the market. However during bear market, the loss on holding Franklin India will be expected to be smaller as well.
One Month Beta |Analyze Franklin India Bank Demand Trend
Check current 30 days Franklin India correlation with market (DOW)
β = 0.0423

Franklin India Central Daily Price Deviation

Franklin India Bank 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 has beta of 0.0423 suggesting as returns on market go up, Franklin India average returns are expected to increase less than the benchmark. However during bear market, the loss on holding Franklin India Bank PSU Debt Dir Div will be expected to be much smaller as well. Moreover, Franklin India Bank PSU Debt Dir Div has an alpha of 0.0703 implying that it can potentially generate 0.0703% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.07
β
Beta against DOW=0.0423
σ
Overall volatility
=0.00
Ir
Information ratio =1.23

Franklin India Return Volatility

Franklin India Bank PSU Debt Dir 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 Bank PSU Debt Dir 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 Bank PSU Debt Dir Div is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use Franklin India Bank PSU Debt Dir Div to protect against small markets fluctuations. The fund experiences very speculative upward sentiment.. Check odds of Franklin India to be traded at 9.63 in 30 days. As returns on market increase, Franklin India returns are expected to increase less than the market. However during bear market, the loss on holding Franklin India will be expected to be smaller as well.

Franklin India correlation with market

correlation synergy
Very weak diversification
Overlapping area represents the amount of risk that can be diversified away by holding Franklin India Bank PSU Debt D and equity matching DJI index in the same portfolio.

Franklin India Volatility Indicators

Franklin India Bank PSU Debt Dir Div Current Risk Indicators

Additionally see Investing Opportunities. Please also try Fundamental Analysis module to view fundamental data based on most recent published financial statements.
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