JM Balanced (India) Risk Analysis And Volatility Evaluation

F00000V5UM -- India Fund  

INR 48.03  0.24  0.50%

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-one 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 Standard Deviation of 0.418 and Market Risk Adjusted Performance of 4.33 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, returns on owning JM Balanced are expected to decrease at a much smaller rate. During bear market, JM Balanced is likely to outperform the market.
One Month Beta |Analyze JM Balanced Dir Demand Trend
Check current 30 days JM Balanced correlation with market (DOW)
β = -0.0216

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 Dir HY Bns Princ has beta of -0.0216 suggesting as returns on benchmark increase, returns on holding JM Balanced are expected to decrease at a much smaller rate. During bear market, however, JM Balanced Dir HY Bns Princ is likely to outperform the market. Moreover, JM Balanced Dir HY Bns Princ has an alpha of 0.0911 implying that it can potentially generate 0.0911% 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=0.02
σ
Overall volatility
=0.00
Ir
Information ratio =0.51

JM Balanced Return Volatility

JM Balanced Dir HY Bns Princ accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.1779% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

JM Balanced Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity

Insignificant

Investment Outlook

JM Balanced Investment Opportunity

DOW has a standard deviation of returns of 1.18 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 protect against small markets fluctuations. The fund experiences normal downward trend and little activity. Check odds of JM Balanced to be traded at 47.55 in 30 days. As returns on market increase, returns on owning JM Balanced are expected to decrease at a much smaller rate. During bear market, JM Balanced is likely to outperform the market.

JM Balanced correlation with market

correlation synergy
Good 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 Price Exposure Probability module to analyze equity upside and downside potential for a given time horizon across multiple markets.
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