JM ST (India) Risk Analysis And Volatility

JMSTINSTLFRD -- India Fund  

INR 10.58  0.00  0.00%

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 ST which you can use to evaluate future volatility of the entity. Please check out JM ST Instl Fr Div Standard Deviation of 0.0833 and Market Risk Adjusted Performance of (1.74) to validate if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

JM ST Market Sensitivity

As returns on market increase, JM ST returns are expected to increase less than the market. However during bear market, the loss on holding JM ST will be expected to be smaller as well.
2 Months Beta |Analyze JM ST Instl Demand Trend
Check current 30 days JM ST correlation with market (DOW)
β = 0.0079

JM ST Central Daily Price Deviation

JM ST Instl 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 ST Projected Return Density Against Market

Assuming 30 trading days horizon, JM ST has beta of 0.0079 . This indicates as returns on market go up, JM ST average returns are expected to increase less than the benchmark. However during bear market, the loss on holding JM ST Instl Fr Div will be expected to be much smaller as well. Additionally, The company has a negative alpha implying that the risk taken by holding this equity is not justified. JM ST Instl is significantly underperforming DOW.
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.01
β
Beta against DOW=0.0079
σ
Overall volatility
=0.00
Ir
Information ratio =1.02

JM ST Return Volatility

the fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 1.9038% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

JM ST Volatility Factors

60 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

60 Days Economic Sensitivity

Insignificant

Investment Outlook

JM ST Investment Opportunity

DOW has a standard deviation of returns of 1.9 and is 9.223372036854776E16 times more volatile than JM ST Instl Fr Div. 0% of all equities and portfolios are less risky than JM ST. Compared to the overall equity markets, volatility of historical daily returns of JM ST Instl Fr Div is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use JM ST Instl Fr Div to protect your portfolios against small markets fluctuations. The fund experiences normal downward trend, but the immediate impact on correlations cannot be determined at the moment . Check odds of JM ST to be traded at 10.47 in 30 days. . As returns on market increase, JM ST returns are expected to increase less than the market. However during bear market, the loss on holding JM ST will be expected to be smaller as well.

JM ST correlation with market

correlation synergy
Average diversification
Overlapping area represents the amount of risk that can be diversified away by holding JM ST Instl Fr Div and equity matching DJI index in the same portfolio.

JM ST Volatility Indicators

JM ST Instl Fr Div Current Risk Indicators

Please also check Risk vs Return Analysis. Please also try Insider Screener module to find insiders across different sectors to evaluate their impact on performance.
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