SBI Dynamic (India) Risk Analysis And Volatility Evaluation

SBIMAGNUMNRI -- India Fund  

INR 12.19  0.00  0.00%

We consider SBI Dynamic unknown risk. SBI Dynamic Bond owns Efficiency Ratio (i.e. Sharpe Ratio) of 0.5 which indicates SBI Dynamic Bond had 0.5% of return per unit of volatility over the last 1 month. 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 technical indicators for SBI Dynamic Bond Reg Div which you can use to evaluate future volatility of the entity. Please validate SBI Dynamic Risk Adjusted Performance of 0.01 and Downside Deviation of 0.247 to confirm if risk estimate we provide are consistent with the epected return of 0.0411%.
Horizon     30 Days    Login   to change

SBI Dynamic Bond Technical Analysis

Transformation
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SBI Dynamic Projected Return Density Against Market

Assuming 30 trading days horizon, SBI Dynamic has beta of 0.0 . This entails unless we do not have required data, the returns on DOW and SBI Dynamic are completely uncorrelated. Furthermore, SBI Dynamic Bond Reg DivIt does not look like SBI Dynamic alpha can have any bearing on the equity current valuation.
Assuming 30 trading days horizon, the coefficient of variation of SBI Dynamic is 200.0. The daily returns are destributed with a variance of 0.01 and standard deviation of 0.08. The mean deviation of SBI Dynamic Bond Reg Div is currently at 0.06. For similar time horizon, the selected benchmark (DOW) has volatility of 0.0
α
Alpha over DOW
=0.00
β
Beta against DOW=0.00
σ
Overall volatility
=0.08
Ir
Information ratio =0.00

SBI Dynamic Return Volatility

SBI Dynamic Bond Reg Div accepts 0.0822% volatility on return distribution over the 30 days horizon. DOW inherits 0.0% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

SBI Dynamic Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity

Unaffected

Investment Outlook

SBI Dynamic Investment Opportunity

DOW has a standard deviation of returns of 0.45 and is 5.63 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.

SBI Dynamic Volatility Indicators

SBI Dynamic Bond Reg Div Current Risk Indicators

Also please take a look at World Market Map. Please also try Balance Of Power module to check stock momentum by analyzing balance of power indicator and other technical ratios.
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