Franklin Ind (India) Risk Analysis And Volatility Evaluation

F00000TGU8 -- India Fund  

INR 11.35  0.05  0.44%

Franklin Ind is unknown risk given 1 month investment horizon. Franklin Ind Feeder secures Sharpe Ratio (or Efficiency) of 0.5 which denotes Franklin Ind Feeder had 0.5% of return per unit of standard deviation over the last 1 month. Our philosophy in predicting risk of a fund is to use both market data as well as company specific technical data. We found twenty-one different technical indicators which can help you to evaluate if expected returns of 1.0321% are justified by taking the suggested risk. Use Franklin Ind Mean Deviation of 0.7413 to evaluate company specific risk that cannot be diversified away.
Horizon     30 Days    Login   to change

Franklin Ind Market Sensitivity

As returns on market increase, Franklin Ind returns are expected to increase less than the market. However during bear market, the loss on holding Franklin Ind will be expected to be smaller as well.
One Month Beta |Analyze Franklin Ind Feeder Demand Trend
Check current 30 days Franklin Ind correlation with market (DOW)
β = 0.5466
Franklin Ind Small BetaFranklin Ind Feeder Beta Legend

Franklin Ind Feeder Technical Analysis

Transformation
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Franklin Ind Projected Return Density Against Market

Assuming 30 trading days horizon, Franklin Ind has beta of 0.5466 suggesting as returns on market go up, Franklin Ind average returns are expected to increase less than the benchmark. However during bear market, the loss on holding Franklin Ind Feeder Frank Eur Gr Dir Gr will be expected to be much smaller as well. Additionally, Franklin Ind Feeder Frank Eur Gr Dir Gr 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 
Assuming 30 trading days horizon, the coefficient of variation of Franklin Ind is 200.0. The daily returns are destributed with a variance of 4.26 and standard deviation of 2.06. The mean deviation of Franklin Ind Feeder Frank Eur Gr Dir Gr is currently at 1.55. For similar time horizon, the selected benchmark (DOW) has volatility of 0.39
α
Alpha over DOW
=0.09
β
Beta against DOW=0.55
σ
Overall volatility
=2.06
Ir
Information ratio =0.13

Franklin Ind Return Volatility

Franklin Ind Feeder Frank Eur Gr Dir Gr accepts 2.0642% 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 

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

Unaffected

Investment Outlook

Franklin Ind Investment Opportunity

Franklin Ind Feeder Frank Eur Gr Dir Gr has a volatility of 2.06 and is 5.28 times more volatile than DOW. 18% 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 Dir Gr is lower than 18 (%) of all global equities and portfolios over the last 30 days. Use Franklin Ind Feeder Frank Eur Gr Dir Gr to enhance returns of your portfolios. The fund experiences normal upward fluctuation. Check odds of Franklin Ind to be traded at 11.92 in 30 days. As returns on market increase, Franklin Ind returns are expected to increase less than the market. However during bear market, the loss on holding Franklin Ind will be expected to be smaller as well.

Franklin Ind correlation with market

Modest 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 Dir Gr Current Risk Indicators

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