ClaymoreDelta Global Risk Analysis And Volatility Evaluation

SEA -- USA Etf  

USD 9.57  0.06  0.63%

Macroaxis considers ClaymoreDelta Global to be not very volatile. ClaymoreDelta Global secures Sharpe Ratio (or Efficiency) of -0.2246 which signifies that ClaymoreDelta Global had -0.2246% of return per unit of standard deviation over the last 1 month. Macroaxis philosophy in foreseeing risk of any etf is to look at both systematic and un-systematic factors of the business, including all available market data and technical indicators. ClaymoreDelta Global Shipping exposes twenty-eight different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to confirm ClaymoreDelta Global Mean Deviation of 1.09 and Risk Adjusted Performance of 0.28 to double-check risk estimate we provide.
Horizon     30 Days    Login   to change

ClaymoreDelta Global Market Sensitivity

As returns on market increase, returns on owning ClaymoreDelta Global are expected to decrease at a much smaller rate. During bear market, ClaymoreDelta Global is likely to outperform the market.
One Month Beta |Analyze ClaymoreDelta Global Demand Trend
Check current 30 days ClaymoreDelta Global correlation with market (DOW)
β = -0.393
ClaymoreDelta Global Almost negative betaClaymoreDelta Global Beta Legend

ClaymoreDelta Global Technical Analysis

Transformation
The output start index for this execution was zero with a total number of output elements of seventeen. ClaymoreDelta Global Average Price is the average of the sum of open, high, low and close daily prices of a bar. It can be used to smooth an indicator that normally takes just the closing price as input. View also all equity analysis or get more info about average price price transform indicator.

ClaymoreDelta Global Projected Return Density Against Market

Considering 30-days investment horizon, ClaymoreDelta Global Shipping has beta of -0.393 . This entails as returns on benchmark increase, returns on holding ClaymoreDelta Global are expected to decrease at a much smaller rate. During bear market, however, ClaymoreDelta Global Shipping is likely to outperform the market. Additionally, ClaymoreDelta Global Shipping has a negative alpha implying that the risk taken by holding this equity is not justified. The company is significantly underperforming DOW
 Predicted Return Density 
      Returns 
Considering 30-days investment horizon, the coefficient of variation of ClaymoreDelta Global is -445.2. The daily returns are destributed with a variance of 1.89 and standard deviation of 1.37. The mean deviation of ClaymoreDelta Global Shipping is currently at 1.04. For similar time horizon, the selected benchmark (DOW) has volatility of 1.09
α
Alpha over DOW
=0.44
β
Beta against DOW=0.39
σ
Overall volatility
=1.37
Ir
Information ratio =0.14

ClaymoreDelta Global Return Volatility

ClaymoreDelta Global Shipping has volatility of 1.3748% on return distribution over 30 days investment horizon. DOW inherits 1.0609% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

ClaymoreDelta Global Volatility Factors

30 Days Market Risk

Not very volatile

Chance of Distress in 24 months

Almost imposible

30 Days Economic Sensitivity

Almost neglects market trends

Investment Outlook

ClaymoreDelta Global Investment Opportunity

ClaymoreDelta Global Shipping has a volatility of 1.37 and is 1.29 times more volatile than DOW. 12% of all equities and portfolios are less risky than ClaymoreDelta Global. Compared to the overall equity markets, volatility of historical daily returns of ClaymoreDelta Global Shipping is lower than 12 (%) of all global equities and portfolios over the last 30 days. Use ClaymoreDelta Global Shipping to enhance returns of your portfolios. The etf experiences moderate upward volatility. Check odds of ClaymoreDelta Global to be traded at $10.53 in 30 days. As returns on market increase, returns on owning ClaymoreDelta Global are expected to decrease at a much smaller rate. During bear market, ClaymoreDelta Global is likely to outperform the market.

ClaymoreDelta Global correlation with market

Very good diversification
Overlapping area represents the amount of risk that can be diversified away by holding ClaymoreDelta Global Shipping and equity matching DJI index in the same portfolio.

ClaymoreDelta Global Volatility Indicators

ClaymoreDelta Global Shipping Current Risk Indicators

Also please take a look at World Market Map. Please also try Risk-Return Analysis module to view associations between returns expected from investment and the risk you assume.
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