SBI FMCG (India) Manager Performance Evaluation

SBIFMCGDIRGR -- India Fund  

INR 122.70  0.21  0.00%

The entity has beta of 0.0357 which indicates as returns on market increase, SBI FMCG returns are expected to increase less than the market. However during bear market, the loss on holding SBI FMCG will be expected to be smaller as well. Although it is vital to follow to SBI FMCG Dir current price movements, it is good to be conservative about what you can actually do with the information regarding equity historical returns. The way of measuring future performance of any fund is to evaluate the business as a whole together with its past performance including all available fundamental and technical indicators. By analyzing SBI FMCG Dir technical indicators you can today evaluate if the expected return of 0.4379% will be sustainable into the future.
Horizon     30 Days    Login   to change

SBI FMCG Dir Relative Risk vs. Return Landscape

If you would invest  11,973  in SBI FMCG Dir Gr on December 21, 2018 and sell it today you would earn a total of  297.00  from holding SBI FMCG Dir Gr or generate 2.48% return on investment over 30 days. SBI FMCG Dir Gr is generating 0.4379% of daily returns and assumes 2.6492% volatility on return distribution over the 30 days horizon. Simply put, 24% of equities are less volatile than SBI FMCG and 92% 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 FMCG is expected to generate 1.32 times more return on investment than the market. However, the company is 1.32 times more volatile than its market benchmark. It trades about 0.17 of its potential returns per unit of risk. The DOW is currently generating roughly 0.02 per unit of risk.

SBI FMCG Current Valuation

Not valued
January 20, 2019
Market Value
Real Value
Target Odds
Odds Odds
SBI FMCG is Unknown risk asset. SBI FMCG Dir current Real Value cannot be determined due to lack of data. The regular price of SBI FMCG Dir is 122.7. Based on Macroaxis valuation methodology, the entity cannot be evaluated at this time. We determine the value of SBI FMCG Dir 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 FMCG Market Risk Analysis

Sharpe Ratio = 0.1653
Good Returns
Average Returns
Negative Returns

SBI FMCG Relative Performance Indicators

Estimated Market Risk
  actual daily
 24 %
of total potential
Expected Return
  actual daily
 8 %
of total potential
Risk-Adjusted Return
  actual daily
 11 %
of total potential
Based on monthly moving average SBI FMCG is performing at about 11% 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 FMCG by adding it to a well-diversified portfolio.

SBI FMCG Performance Rating

SBI FMCG Dir Gr Risk Adjusted Performance Analysis


Risk-Adjusted Fund Performance

Compared to the overall equity markets, risk-adjusted returns on investments in SBI FMCG Dir Gr are ranked lower than 11 (%) of all funds and portfolios of funds over the last 30 days.


Equity Alerts and Improvement Suggestions

SBI FMCG Dir is not yet fully synchronised with the market data
The fund maintains 96.95% of its assets in stocks

SBI FMCG Performance Indicators

SBI FMCG Dir Basic Price Performance Measures

Fifty Two Week Low116.2720
Fifty Two Week High129.7550
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