|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 TrendCheck current 30 days SBI Dynamic correlation with market (DOW)|
β = 0.0019
SBI Dynamic Bond Technical Analysis
SBI Dynamic Projected Return Density Against MarketAssuming 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).
SBI Dynamic Return VolatilitySBI 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.