Our philosophy towards foreseeing 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 Canara Robeco Gilt PGS Reg Gr which you can use to evaluate future volatility of the entity. Please confirm Canara Robeco Gilt Mean Deviation of 0.0319 and Risk Adjusted Performance of 0.1251 to double-check if risk estimate we provide are consistent with the epected return of 0.0%.
60 Days Market Risk
Chance of Distress in 24 months
60 Days Economic Sensitivity
|Horizon||30 Days Login to change|
Canara Robeco Market Sensitivity
|As returns on market increase, Canara Robeco returns are expected to increase less than the market. However during bear market, the loss on holding Canara Robeco will be expected to be smaller as well. 2 Months Beta |Analyze Canara Robeco Gilt Demand TrendCheck current 30 days Canara Robeco correlation with market (DOW)|
β = 0.0058
Canara Robeco Central Daily Price Deviation
Canara Robeco Gilt Technical Analysis
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Canara Robeco Projected Return Density Against MarketAssuming 30 trading days horizon, Canara Robeco has beta of 0.0058 . This suggests as returns on market go up, Canara Robeco average returns are expected to increase less than the benchmark. However during bear market, the loss on holding Canara Robeco Gilt PGS Reg Gr will be expected to be much smaller as well. Moreover, The company has an alpha of 0.0093 implying that it can potentially generate 0.0093% excess return over DOW after adjusting for the inherited market risk (beta).
Predicted Return Density
|Alpha over DOW||=||0.0093|
|Beta against DOW||=||0.0058|
Canara Robeco Return Volatilitythe fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 0.7732% risk (volatility on return distribution) over the 30 days horizon.
Canara Robeco Investment Opportunity
DOW has a standard deviation of returns of 0.77 and is 9.223372036854776E16 times more volatile than Canara Robeco Gilt PGS Reg Gr. 0% of all equities and portfolios are less risky than Canara Robeco. Compared to the overall equity markets, volatility of historical daily returns of Canara Robeco Gilt PGS Reg Gr is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use Canara Robeco Gilt PGS Reg Gr to protect your portfolios against small markets fluctuations. The fund experiences normal downward trend and little activity. Check odds of Canara Robeco to be traded at 49.37 in 30 days. . As returns on market increase, Canara Robeco returns are expected to increase less than the market. However during bear market, the loss on holding Canara Robeco will be expected to be smaller as well.
Canara Robeco correlation with market
Canara Robeco Current Risk Indicators
|Risk Adjusted Performance||0.1251|
|Market Risk Adjusted Performance||1.59|
|Coefficient Of Variation||313.69|
Canara Robeco Suggested Diversification Pairs
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