SBI Dynamic (India) Risk Analysis And Volatility Evaluation

SBIMAGNUMNRI -- India Fund  

INR 12.24  0.03  0.25%

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 Risk Adjusted Performance of 0.2051 and Market Risk Adjusted Performance of 12.75 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, SBI Dynamic returns are expected to increase less than the market. However during bear market, the loss on holding SBI Dynamic will be expected to be smaller as well.
One Month Beta |Analyze SBI Dynamic Bond Demand Trend
Check current 30 days SBI Dynamic correlation with market (DOW)
β = 0.0019
SBI Dynamic Small BetaSBI Dynamic Bond Beta Legend

SBI Dynamic Bond 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 Dynamic Projected Return Density Against Market

Assuming 30 trading days horizon, SBI Dynamic has beta of 0.0019 . This entails as returns on market go up, SBI Dynamic average returns are expected to increase less than the benchmark. However during bear market, the loss on holding SBI Dynamic Bond Reg Div will be expected to be much smaller as well. Moreover, SBI Dynamic Bond Reg Div has an alpha of 0.0239 implying that it can potentially generate 0.0239% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.0239
β
Beta against DOW=0.0019
σ
Overall volatility
=0.00
Ir
Information ratio =0.98

SBI Dynamic Return Volatility

SBI Dynamic Bond Reg Div accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.1628% 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

Insignificant

Investment Outlook

SBI Dynamic Investment Opportunity

DOW has a standard deviation of returns of 1.16 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 enhance returns of your portfolios. The fund experiences normal upward fluctuation. Check odds of SBI Dynamic to be traded at 12.85 in 30 days. As returns on market increase, SBI Dynamic returns are expected to increase less than the market. However during bear market, the loss on holding SBI Dynamic will be expected to be smaller as well.

SBI Dynamic correlation with market

correlation synergy
Significant diversification
Overlapping area represents the amount of risk that can be diversified away by holding SBI Dynamic Bond Reg Div and equity matching DJI index in the same portfolio.

SBI Dynamic Volatility Indicators

SBI Dynamic Bond Reg Div Current Risk Indicators

Also please take a look at World Market Map. Please also try Equity Analysis module to research over 250,000 global equities including funds, stocks and etfs to find investment opportunities.
Search macroaxis.com