SBI FMCG (India) Risk Analysis And Volatility

SBIFMCGDIRGR -- India Fund  

INR 121.77  3.16  2.53%

Our way of measuring 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 SBI FMCG Dir Gr which you can use to evaluate future volatility of the entity. Please validate SBI FMCG Market Risk Adjusted Performance of (0.78) and Risk Adjusted Performance of (0.32) to confirm if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

SBI FMCG Market Sensitivity

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.
2 Months Beta |Analyze SBI FMCG Dir Demand Trend
Check current 30 days SBI FMCG correlation with market (DOW)
β = 0.3833

SBI FMCG Central Daily Price Deviation

SBI FMCG Dir 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.

SBI FMCG Projected Return Density Against Market

Assuming 30 trading days horizon, SBI FMCG has beta of 0.3833 . This entails as returns on market go up, SBI FMCG average returns are expected to increase less than the benchmark. However during bear market, the loss on holding SBI FMCG Dir Gr 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. SBI FMCG Dir is significantly underperforming DOW.
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.4
β
Beta against DOW=0.38
σ
Overall volatility
=0.00
Ir
Information ratio =0.33

SBI FMCG Return Volatility

the entity accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 1.6367% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

SBI FMCG Volatility Factors

60 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

60 Days Economic Sensitivity

Insignificant

Investment Outlook

SBI FMCG Investment Opportunity

DOW has a standard deviation of returns of 1.64 and is 9.223372036854776E16 times more volatile than SBI FMCG Dir Gr. 0% of all equities and portfolios are less risky than SBI FMCG. Compared to the overall equity markets, volatility of historical daily returns of SBI FMCG Dir Gr is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use SBI FMCG Dir Gr to protect your portfolios against small markets fluctuations. The fund experiences unexpected downward movement. The market is reacting to new fundamentals. Check odds of SBI FMCG to be traded at 116.9 in 30 days. . 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.

SBI FMCG correlation with market

correlation synergy
Very weak diversification
Overlapping area represents the amount of risk that can be diversified away by holding SBI FMCG Dir Gr and equity matching DJI index in the same portfolio.

SBI FMCG Volatility Indicators

SBI FMCG Dir Gr Current Risk Indicators

Also please take a look at World Market Map. Please also try Performance Analysis module to check effects of mean-variance optimization against your current asset allocation.
Search macroaxis.com