Franklin Ind (India) Risk Analysis And Volatility Evaluation

F00000TGU6 -- India Fund  

INR 9.64  0.10  1.03%

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 Ind Feeder Frank Eur Gr Div which you can use to evaluate future volatility of the entity. Please confirm Franklin Ind Feeder Mean Deviation of 1.99 to check if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

Franklin Ind Market Sensitivity

As returns on market increase, returns on owning Franklin Ind are expected to decrease at a much smaller rate. During bear market, Franklin Ind is likely to outperform the market.
One Month Beta |Analyze Franklin Ind Feeder Demand Trend
Check current 30 days Franklin Ind correlation with market (DOW)
β = -0.0419

Franklin Ind Central Daily Price Deviation

Franklin Ind Feeder 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 Ind Projected Return Density Against Market

Assuming 30 trading days horizon, Franklin Ind Feeder Frank Eur Gr Div has beta of -0.0419 suggesting as returns on benchmark increase, returns on holding Franklin Ind are expected to decrease at a much smaller rate. During bear market, however, Franklin Ind Feeder Frank Eur Gr Div is likely to outperform the market. Additionally, Franklin Ind Feeder Frank Eur Gr Div has a negative alpha implying that the risk taken by holding this equity is not justified. The company is significantly underperforming DOW
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.08
β
Beta against DOW=0.04
σ
Overall volatility
=0.00
Ir
Information ratio =0.0018

Franklin Ind Return Volatility

Franklin Ind Feeder Frank Eur Gr Div accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.3198% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Franklin Ind Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity

Insignificant

Investment Outlook

Franklin Ind Investment Opportunity

DOW has a standard deviation of returns of 1.32 and is 9.223372036854776E16 times more volatile than Franklin Ind Feeder Frank Eur Gr Div. 0% of all equities and portfolios are less risky than Franklin Ind. Compared to the overall equity markets, volatility of historical daily returns of Franklin Ind Feeder Frank Eur Gr Div is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use Franklin Ind Feeder Frank Eur Gr Div to protect against small markets fluctuations. The fund experiences somewhat bearish sentiment, but market may correct it shortly. Check odds of Franklin Ind to be traded at 9.35 in 30 days. As returns on market increase, returns on owning Franklin Ind are expected to decrease at a much smaller rate. During bear market, Franklin Ind is likely to outperform the market.

Franklin Ind correlation with market

correlation synergy
Good diversification
Overlapping area represents the amount of risk that can be diversified away by holding Franklin Ind Feeder Frank Eur and equity matching DJI index in the same portfolio.

Franklin Ind Volatility Indicators

Franklin Ind Feeder Frank Eur Gr Div Current Risk Indicators

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