SBI Equity (India) Manager Performance Evaluation

F00000VWNJ -- India Fund  

INR 12.18  0.21  1.69%

The entity has beta of -0.3801 which indicates as returns on market increase, returns on owning SBI Equity are expected to decrease at a much smaller rate. During bear market, SBI Equity is likely to outperform the market.. Even though it is essential to pay attention to SBI Equity Saving current price movements, it is always good to be careful when utilizing equity historical returns. Macroaxis way of measuring future performance of any fund is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. SBI Equity Saving Mn Dir Div exposes twenty different technical indicators which can help you to evaluate its performance.
Horizon     30 Days    Login   to change

SBI Equity Saving Relative Risk vs. Return Landscape

If you would invest  1,239  in SBI Equity Saving Mn Dir Div on August 21, 2018 and sell it today you would lose (21.00)  from holding SBI Equity Saving Mn Dir Div or give up 1.69% of portfolio value over 30 days. SBI Equity Saving Mn Dir Div is generating negative expected returns and assumes 0.8475% volatility on return distribution over the 30 days horizon. Simply put, 7% of equities are less volatile than SBI Equity Saving Mn Dir Div and 99% of equity instruments are likely to generate higher returns than the company over the next 30 trading days.
 Daily Expected Return (%) 
      Risk (%) 
Assuming 30 trading days horizon, SBI Equity Saving Mn Dir Div is expected to under-perform the market. In addition to that, the company is 2.15 times more volatile than its market benchmark. It trades about -0.5 of its total potential returns per unit of risk. The DOW is currently generating roughly 0.26 per unit of volatility.

SBI Equity Current Valuation

Not valued
September 20, 2018
12.18
Market Value
0.00
Real Value
Target Odds
  
0.00
Upside
SBI Equity is Unknown risk asset. SBI Equity Saving current Real Value cannot be determined due to lack of data. The regular price of SBI Equity Saving is 12.18. Based on Macroaxis valuation methodology, the entity cannot be evaluated at this time. We determine the value of SBI Equity Saving from analyzing fund fundamentals and technical indicators as well as its Probability Of Bankruptcy. In general, we recommend to buy undervalued stocks and to dispose of overvalued stocks since in the future securities prices and their ongoing real values will draw towards each other.

SBI Equity Market Risk Analysis

Sharpe Ratio = -0.5
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SBI Equity Relative Performance Indicators

Estimated Market Risk
 0.85
  actual daily
 
 93 %
of total potential
  
Expected Return
 -0.42
  actual daily
 
 1 %
of total potential
  
Risk-Adjusted Return
 -0.5
  actual daily
 
 1 %
of total potential
  
Based on monthly moving average SBI Equity is performing at about 0% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of SBI Equity by adding it to a well-diversified portfolio.

SBI Equity Performance Rating

SBI Equity Saving Mn Dir Div Risk Adjusted Performance Analysis

0 

Risk-Adjusted Fund Performance

Over the last 30 days SBI Equity Saving Mn Dir Div has generated negative risk-adjusted returns adding no value to fund investors.

SBI Equity Alerts

Equity Alerts and Improvement Suggestions

SBI Equity Saving generates negative expected return over the last 30 days
The fund retains about 16.53% of its assets under management (AUM) in cash
Additionally see Investing Opportunities. Please also try Portfolio Volatility module to check portfolio volatility and analyze historical return density to properly model market risk.
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