Franklin India (India) Risk Analysis And Volatility

FTINDIALIFES -- India Fund  

INR 28.15  0.62  2.15%

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 India LS FOF 20s Div which you can use to evaluate future volatility of the entity. Please confirm Franklin India LS Mean Deviation of 1.13 to check if risk estimate we provide are consistent with the epected return of 0.0%.

60 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Odds

60 Days Economic Sensitivity

Insignificant
Horizon     30 Days    Login   to change

Franklin India Market Sensitivity

As returns on market increase, returns on owning Franklin India are expected to decrease at a much smaller rate. During bear market, Franklin India is likely to outperform the market.
2 Months Beta |Analyze Franklin India LS Demand Trend
Check current 30 days Franklin India correlation with market (DOW)
β = -0.6125

Franklin India Central Daily Price Deviation

Franklin India LS 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 India Projected Return Density Against Market

Assuming 30 trading days horizon, Franklin India LS FOF 20s Div has beta of -0.6125 suggesting as returns on benchmark increase, returns on holding Franklin India are expected to decrease at a much smaller rate. During bear market, however, Franklin India LS FOF 20s Div is likely to outperform the market. Additionally, The company has a negative alpha implying that the risk taken by holding this equity is not justified. Franklin India LS is significantly underperforming DOW.
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.6
β
Beta against DOW=0.61
σ
Overall volatility
=0.00
Ir
Information ratio =0.35

Franklin India Return Volatility

the fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 0.8135% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Franklin India Investment Opportunity

DOW has a standard deviation of returns of 0.81 and is 9.223372036854776E16 times more volatile than Franklin India LS FOF 20s Div. 0% of all equities and portfolios are less risky than Franklin India. Compared to the overall equity markets, volatility of historical daily returns of Franklin India LS FOF 20s Div is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use Franklin India LS FOF 20s Div 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 India to be traded at 27.02 in 30 days. . As returns on market increase, returns on owning Franklin India are expected to decrease at a much smaller rate. During bear market, Franklin India is likely to outperform the market.

Franklin India correlation with market

correlation synergy
Very good diversification
Overlapping area represents the amount of risk that can be diversified away by holding Franklin India LS FOF 20s Div and equity matching DJI index in the same portfolio.

Franklin India Current Risk Indicators

Franklin India Suggested Diversification Pairs

Additionally see Investing Opportunities. Please also try Correlation Analysis module to reduce portfolio risk simply by holding instruments which are not perfectly correlated.
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