Franklin Ind (India) Risk Analysis And Volatility Evaluation

F00000TGU6 -- India Fund  

 10.30  0.08  0.78%

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 0.3407 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 = -0.1945
Franklin Ind Almost negative betaFranklin Ind Feeder Beta Legend

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 -0.1945 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. Moreover, Franklin Ind Feeder Frank Eur Gr Div has an alpha of 0.2543 implying that it can potentially generate 0.2543% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.25
β
Beta against DOW=0.19
σ
Overall volatility
=0.00
Ir
Information ratio =0.28

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 0.3947% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

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Investment Outlook

Franklin Ind Investment Opportunity

DOW has a standard deviation of returns of 0.39 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 enhance returns of your portfolios. The fund experiences moderate upward volatility. Check odds of Franklin Ind to be traded at 11.33 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

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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