|Horizon||30 Days Login to change|
SBI FMCG Market Sensitivity
SBI FMCG Dir Technical Analysis
SBI FMCG Projected Return Density Against MarketAssuming 30 trading days horizon, SBI FMCG Dir Gr has beta of -0.1718 . This entails as returns on benchmark increase, returns on holding SBI FMCG are expected to decrease at a much smaller rate. During bear market, however, SBI FMCG Dir Gr is likely to outperform the market. Additionally, SBI FMCG Dir Gr has a negative alpha implying that the risk taken by holding this equity is not justified. The company is significantly underperforming DOW
SBI FMCG Return VolatilitySBI FMCG Dir Gr accepts 0.8007% volatility on return distribution over the 30 days horizon. DOW inherits 1.2951% risk (volatility on return distribution) over the 30 days horizon.