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 Dynamic Bond Reg Div which you can use to evaluate future volatility of the entity. Please validate SBI Dynamic Market Risk Adjusted Performance of 4.36 and Risk Adjusted Performance of
(0.39) to confirm if risk estimate we provide are consistent with the epected return of 0.0%.
|Horizon||30 Days Login to change|
SBI Dynamic Market Sensitivity
|As returns on market increase, returns on owning SBI Dynamic are expected to decrease at a much smaller rate. During bear market, SBI Dynamic is likely to outperform the market. 2 Months Beta |Analyze SBI Dynamic Bond Demand TrendCheck current 30 days SBI Dynamic correlation with market (DOW)|
β = -0.0244
SBI Dynamic Central Daily Price Deviation
SBI Dynamic Bond Technical Analysis
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SBI Dynamic Projected Return Density Against MarketAssuming 30 trading days horizon, SBI Dynamic Bond Reg Div has beta of -0.0244 . This entails as returns on benchmark increase, returns on holding SBI Dynamic are expected to decrease at a much smaller rate. During bear market, however, SBI Dynamic Bond Reg Div is likely to outperform the market. Additionally, The company has a negative alpha implying that the risk taken by holding this equity is not justified. SBI Dynamic Bond is significantly underperforming DOW.
Predicted Return Density
|Alpha over DOW||=||0.11|
|Beta against DOW||=||0.02|
SBI Dynamic Return Volatilitythe fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 1.9958% risk (volatility on return distribution) over the 30 days horizon.
DOW has a standard deviation of returns of 2.0 and is 9.223372036854776E16 times more volatile than SBI Dynamic Bond Reg Div. 0% of all equities and portfolios are less risky than SBI Dynamic. Compared to the overall equity markets, volatility of historical daily returns of SBI Dynamic Bond Reg Div is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use SBI Dynamic Bond Reg 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 SBI Dynamic to be traded at 12.27 in 30 days. . As returns on market increase, returns on owning SBI Dynamic are expected to decrease at a much smaller rate. During bear market, SBI Dynamic is likely to outperform the market.
SBI Dynamic correlation with market