Franklin Ind (India) Risk Analysis And Volatility

F00000TGU6 -- India Fund  

INR 9.34  0.001  0.0107%

Macroaxis considers Franklin Ind unknown risk given 2 months investment horizon. Franklin Ind Feeder secures Sharpe Ratio (or Efficiency) of 0.233 which denotes the fund had 0.233% of return per unit of standard deviation over the last 2 months. 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 utilize Franklin Ind Feeder Mean Deviation of 0.8649 to check if our risk estimates are consistent with your expectations.
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.
2 Months Beta |Analyze Franklin Ind Feeder Demand Trend
Check current 30 days Franklin Ind correlation with market (DOW)
β = -0.1281

Franklin Ind Central Daily Price Deviation

Franklin Ind Feeder Technical Analysis

Transformation
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Franklin Ind Projected Return Density Against Market

Assuming 30 trading days horizon, Franklin Ind Feeder Frank Eur Gr Div has beta of -0.1281 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, The company has a negative alpha implying that the risk taken by holding this equity is not justified. Franklin Ind Feeder is significantly underperforming DOW.
 Predicted Return Density 
      Returns 
Assuming 30 trading days horizon, the coefficient of variation of Franklin Ind is 429.26. The daily returns are destributed with a variance of 1.05 and standard deviation of 1.03. The mean deviation of Franklin Ind Feeder Frank Eur Gr Div is currently at 0.87. For similar time horizon, the selected benchmark (DOW) has volatility of 1.79
α
Alpha over DOW
=0.07
β
Beta against DOW=0.13
σ
Overall volatility
=1.03
Ir
Information ratio =0.13

Franklin Ind Return Volatility

the fund accepts 1.0259% volatility on return distribution over the 30 days horizon. the entity inherits 1.8736% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Franklin Ind Volatility Factors

60 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

60 Days Economic Sensitivity

Insignificant

Investment Outlook

Franklin Ind Investment Opportunity

DOW has a standard deviation of returns of 1.87 and is 1.82 times more volatile than Franklin Ind Feeder Frank Eur Gr Div. 9% 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 9 (%) of all global equities and portfolios over the last 30 days. Use Franklin Ind Feeder Frank Eur Gr Div to protect your portfolios against small markets fluctuations. The fund experiences normal downward trend and little activity. Check odds of Franklin Ind to be traded at 9.25 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
Very 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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