JM Balanced (India) Risk Analysis And Volatility

F00000V5UM -- India Fund  

INR 49.63  0.03  0.06%

Our way in which we are determining 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 technical indicators for JM Balanced which you can use to evaluate future volatility of the entity. Please check out JM Balanced Dir HY Bns Princ Variance of 0.1328, Market Risk Adjusted Performance of 3.54 and Downside Deviation of 0.3823 to validate if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

JM Balanced Market Sensitivity

As returns on market increase, JM Balanced returns are expected to increase less than the market. However during bear market, the loss on holding JM Balanced will be expected to be smaller as well.
2 Months Beta |Analyze JM Balanced Dir Demand Trend
Check current 30 days JM Balanced correlation with market (DOW)
β = 0.024

JM Balanced Central Daily Price Deviation

JM Balanced Dir 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.

JM Balanced Projected Return Density Against Market

Assuming 30 trading days horizon, JM Balanced has beta of 0.024 suggesting as returns on market go up, JM Balanced average returns are expected to increase less than the benchmark. However during bear market, the loss on holding JM Balanced Dir HY Bns Princ will be expected to be much smaller as well. Moreover, JM Balanced Dir HY Bns Princ has an alpha of 0.089 implying that it can potentially generate 0.089% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.09
β
Beta against DOW=0.024
σ
Overall volatility
=0.00
Ir
Information ratio =0.73

JM Balanced Return Volatility

JM Balanced Dir HY Bns Princ accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 2.0388% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

JM Balanced Volatility Factors

60 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

60 Days Economic Sensitivity

Insignificant

Investment Outlook

JM Balanced Investment Opportunity

DOW has a standard deviation of returns of 2.04 and is 9.223372036854776E16 times more volatile than JM Balanced Dir HY Bns Princ. 0% of all equities and portfolios are less risky than JM Balanced. Compared to the overall equity markets, volatility of historical daily returns of JM Balanced Dir HY Bns Princ is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use JM Balanced Dir HY Bns Princ to enhance returns of your portfolios. The fund experiences normal upward fluctuation. Check odds of JM Balanced to be traded at 52.11 in 30 days. . As returns on market increase, JM Balanced returns are expected to increase less than the market. However during bear market, the loss on holding JM Balanced will be expected to be smaller as well.

JM Balanced correlation with market

correlation synergy
Average diversification
Overlapping area represents the amount of risk that can be diversified away by holding JM Balanced Dir HY Bns Princ and equity matching DJI index in the same portfolio.

JM Balanced Volatility Indicators

JM Balanced Dir HY Bns Princ Current Risk Indicators

Additionally see Investing Opportunities. Please also try Efficient Frontier module to plot and analyze your portfolio and positions against risk-return landscape of the market..
Search macroaxis.com