Franklin India (India) Market Value

0P00005UXN -  India Fund  

INR 3,131  0.24  0.0077%

Franklin India's market value is the price at which a share of Franklin India stock trades on a public exchange. It measures the collective expectations of Franklin India Liquid investors about the entity's future performance. With this module, you can estimate the performance of a buy and hold strategy of Franklin India Liquid and determine expected loss or profit from investing in Franklin India over a given investment horizon. Please continue to Franklin India Hype Analysis, Franklin India Correlation, Portfolio Optimization, Franklin India Volatility, as well as analyze Franklin India Alpha and Beta and Franklin India Performance.
Symbol
Backtest

Please note, there is a significant difference between Franklin India's value and its price as these two are different measures arrived at by different means. Investors typically determine Franklin India value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Franklin India's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.

Franklin India 'What if' Analysis

In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Franklin India's fund what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Franklin India.
0.00
09/22/2021
No Change 0.00  0.0 
In 31 days
10/22/2021
0.00
If you would invest  0.00  in Franklin India on September 22, 2021 and sell it all today you would earn a total of 0.00 from holding Franklin India Liquid or generate 0.0% return on investment in Franklin India over 30 days. Franklin India is traded on Bombay Stock Exchange in India.

Franklin India Upside/Downside Indicators

Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Franklin India's fund current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Franklin India Liquid upside and downside potential and time the market with a certain degree of confidence.

Franklin India Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Franklin India's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Franklin India's standard deviation. In reality, there are many statistical measures that can use Franklin India historical prices to predict the future Franklin India's volatility.
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of Franklin India's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy. Please use the tools below to analyze the current value of Franklin India in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
3,1313,1313,131
Details
Intrinsic
Valuation
LowReal ValueHigh
2,8183,4083,408
Details
Naive
Forecast
LowNext ValueHigh
3,1323,1323,132
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
3,1123,1233,133
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Franklin India. Your research has to be compared to or analyzed against Franklin India's peers to derive any actionable benefits. When done correctly, Franklin India's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy towards taking a position in Franklin India Liquid.

Franklin India Liquid Backtested Returns

We consider Franklin India very steady. Franklin India Liquid secures Sharpe Ratio (or Efficiency) of 1.26, which denotes the fund had 1.26% of return per unit of standard deviation over the last 3 months. Our philosophy in predicting the 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 Franklin India Liquid, which you can use to evaluate the future volatility of the entity. Please confirm Franklin India Liquid mean deviation of 0.0103 to check if the risk estimate we provide is consistent with the expected return of 0.0154%.
The fund shows a Beta (market volatility) of 0.0015, which means not very significant fluctuations relative to the market. Let's try to break down what Franklin's beta means in this case. As returns on the market increase, Franklin India returns are expected to increase less than the market. However, during the bear market, the loss on holding Franklin India will be expected to be smaller as well. Although it is extremely important to respect Franklin India Liquid historical returns, it is better to be realistic regarding the information on equity current trending patterns. The philosophy in predicting future performance of any fund is to evaluate the business as a whole together with its past performance, including all available fundamental and technical indicators. By reviewing Franklin India Liquid technical indicators, you can presently evaluate if the expected return of 0.0154% will be sustainable into the future.
AdviceVolatility TrendExposureCorrelations

Auto-correlation

    
   0.89   

Very good predictability

Franklin India Liquid has very good predictability. Overlapping area represents the amount of predictability between Franklin India time series from 22nd of September 2021 to 7th of October 2021 and 7th of October 2021 to 22nd of October 2021. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Franklin India Liquid price movement. The serial correlation of 0.89 indicates that approximately 89.0% of current Franklin India price fluctuation can be explain by its past prices.
Correlation Coefficient0.89
Spearman Rank Test1.0
Residual Average0.0
Price Variance1.21

Franklin India Liquid lagged returns against current returns

Autocorrelation, which is Franklin India fund's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Franklin India's fund expected returns. We can calculate the autocorrelation of Franklin India returns to help us make a trade decision. For example, suppose you find that Franklin India fund has exhibited high autocorrelation historically, and you observe that the stock is moving up for the past few days. In that case, you can expect the stock movement to match the lagging time series.
 Current and Lagged Values 
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      Timeline 

Franklin India regressed lagged prices vs. current prices

Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Franklin India fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Franklin India fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Franklin India fund over time.
 Current vs Lagged Prices 
Share
      Timeline 

Franklin India Lagged Returns

When evaluating Franklin India's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Franklin India fund have on its future price. Franklin India autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Franklin India autocorrelation shows the relationship between Franklin India fund current value and its past values and can show if there is a momentum factor associated with investing in Franklin India Liquid.
 Regressed Prices 
Share
      Timeline 

Franklin India Investors Sentiment

The influence of Franklin India's investor sentiment on the probability of its price appreciation or decline could be a good factor in your decision-making process regarding taking a position in Franklin. The overall investor sentiment generally increases the direction of a stock movement in a one-year investment horizon. However, the impact of investor sentiment on the entire stock markets does not have a solid backing from leading economists and market statisticians.

Current Sentiment - 0P00005UXN

Franklin India Liquid Investor Sentiment

Macroaxis portfolio users are unresponsive in their sentiment towards investing in Franklin India Liquid. What is your opinion about investing in Franklin India Liquid? Are you bullish or bearish?
Bullish
Bearish
50% Bullish
50% Bearish
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Thematic Opportunities

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Build portfolios using Macroaxis predefined set of investing ideas. Many of Macroaxis investing ideas can easily outperform a given market. Ideas can also be optimized per your risk profile before portfolio origination is invoked. Macroaxis thematic optimization helps investors identify companies most likely to benefit from changes or shifts in various micro-economic or local macro-level trends. Originating optimal thematic portfolios involves aligning investors' personal views, ideas, and beliefs with their actual investments.
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Please continue to Franklin India Hype Analysis, Franklin India Correlation, Portfolio Optimization, Franklin India Volatility, as well as analyze Franklin India Alpha and Beta and Franklin India Performance. Note that the Franklin India Liquid information on this page should be used as a complementary analysis to other Franklin India's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try Correlation Analysis module to reduce portfolio risk simply by holding instruments which are not perfectly correlated.

Other Tools for Franklin Fund

When running Franklin India Liquid price analysis, check to measure Franklin India's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Franklin India is operating at the current time. Most of Franklin India's value examination focuses on studying past and present price action to predict the probability of Franklin India's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Franklin India's price. Additionally, you may evaluate how the addition of Franklin India to your portfolios can decrease your overall portfolio volatility.
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