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 0.8379 to check if risk estimate we provide are consistent with the epected return of 0.0%.
|Horizon||30 Days Login to change|
Franklin India Market Sensitivity
|As returns on market increase, Franklin India returns are expected to increase less than the market. However during bear market, the loss on holding Franklin India will be expected to be smaller as well. 2 Months Beta |Analyze Franklin India LS Demand TrendCheck current 30 days Franklin India correlation with market (DOW)|
β = 0.1368
Franklin India Central Daily Price Deviation
Franklin India LS Technical Analysis
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Franklin India Projected Return Density Against MarketAssuming 30 trading days horizon, Franklin India has beta of 0.1368 suggesting as returns on market go up, Franklin India average returns are expected to increase less than the benchmark. However during bear market, the loss on holding Franklin India LS FOF 20s Div will be expected to be much smaller as well. Additionally, Franklin India LS FOF 20s Div has a negative alpha implying that the risk taken by holding this equity is not justified. The company is significantly underperforming DOW.
Predicted Return Density
|Alpha over DOW||=||0.43|
|Beta against DOW||=||0.14|
Franklin India Return VolatilityFranklin India LS FOF 20s Div accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 2.0125% risk (volatility on return distribution) over the 30 days horizon.
DOW has a standard deviation of returns of 2.01 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 very speculative upward sentiment. Check odds of Franklin India to be traded at 0.0 in 30 days. . As returns on market increase, Franklin India returns are expected to increase less than the market. However during bear market, the loss on holding Franklin India will be expected to be smaller as well.
Franklin India correlation with market