Franklin India (India) Risk Analysis And Volatility Evaluation

F00000T8S0 -- India Fund  

INR 10.57  0.00  0.00%

Macroaxis considers Franklin India to be unknown risk. Franklin India Bank secures Sharpe Ratio (or Efficiency) of -0.5774 which denotes Franklin India Bank had -0.5774% of return per unit of standard deviation over the last 1 month. Macroaxis philosophy in predicting risk of any fund is to look at both systematic and un-systematic factors of the business, including all available market data and technical indicators. Franklin India Bank PSU Debt Dir Div exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to confirm Franklin India Bank Mean Deviation of 0.0895 to check risk estimate we provide.
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 = 0.0294
Franklin India Small BetaFranklin India Bank Beta Legend

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 0.0294 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 0.0223 implying that it can potentially generate 0.0223% 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 -173.21. The daily returns are destributed with a variance of 0.0 and standard deviation of 0.05. The mean deviation of Franklin India Bank PSU Debt Dir Div is currently at 0.04. For similar time horizon, the selected benchmark (DOW) has volatility of 0.4
α
Alpha over DOW
=0.0223
β
Beta against DOW=0.0294
σ
Overall volatility
=0.05
Ir
Information ratio =0.5

Franklin India Return Volatility

Franklin India Bank PSU Debt Dir Div accepts 0.0546% volatility on return distribution over the 30 days horizon. DOW inherits 0.4038% 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

Unaffected

Investment Outlook

Franklin India Investment Opportunity

DOW has a standard deviation of returns of 0.4 and is 8.0 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 normal downward trend, but the immediate impact on correlations cannot be determined at the moment . Check odds of Franklin India to be traded at 10.46 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

Significant 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

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