Franklin Ind (India) Risk Analysis And Volatility Evaluation

F00000TGU8 -- India Fund  

INR 11.22  0.26  2.26%

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 Dir Gr which you can use to evaluate future volatility of the entity. Please confirm Franklin Ind Feeder Semi Deviation of 1.46, Mean Deviation of 1.17 and Downside Deviation of 1.98 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, 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 = 0.2295

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 has beta of 0.2295 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. Moreover, Franklin Ind Feeder Frank Eur Gr Dir Gr has an alpha of 0.1446 implying that it can potentially generate 0.1446% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.14
β
Beta against DOW=0.23
σ
Overall volatility
=0.00
Ir
Information ratio =0.12

Franklin Ind Return Volatility

Franklin Ind Feeder Frank Eur Gr Dir Gr accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.1967% 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 1.2 and is 9.223372036854776E16 times more volatile than Franklin Ind Feeder Frank Eur Gr Dir Gr. 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 Dir Gr is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use Franklin Ind Feeder Frank Eur Gr Dir Gr to protect against small markets fluctuations. The fund experiences unexpected downward movement. The market is reacting to new fundamentals. Check odds of Franklin Ind to be traded at 10.77 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

correlation synergy
Average 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

Additionally see Investing Opportunities. Please also try Fundamentals Comparison module to compare fundamentals across multiple equities to find investing opportunities.
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