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 TrendCheck current 30 days SBI FMCG correlation with market (DOW)|
β = 0.3833
SBI FMCG Central Daily Price Deviation
SBI FMCG Dir Technical Analysis
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SBI FMCG Projected Return Density Against MarketAssuming 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
|Alpha over DOW||=||0.4|
|Beta against DOW||=||0.38|
SBI FMCG Return Volatilitythe 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.
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