Franklin Ind (India) Risk Analysis And Volatility

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 Downside Deviation of 1.29, Mean Deviation of 0.9278 and Semi Deviation of 0.9701 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.
2 Months Beta |Analyze Franklin Ind Feeder Demand Trend
Check current 30 days Franklin Ind correlation with market (DOW)
β = -0.1351

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 Dir Gr has beta of -0.1351 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 Dir Gr is likely to outperform the market. Moreover, The company has an alpha of 0.1976 implying that it can potentially generate 0.1976% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.20
β
Beta against DOW=0.14
σ
Overall volatility
=0.00
Ir
Information ratio =0.08

Franklin Ind Return Volatility

the fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 1.896% 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 1.9 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 your portfolios 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, 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 Dir Gr Current Risk Indicators

Additionally see Investing Opportunities. Please also try Risk-Return Analysis module to view associations between returns expected from investment and the risk you assume.
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