Our way in which we are 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 10075581 which you can use to evaluate future volatility of the entity. Please confirm 10075581 Coefficient Of Variation of 1077.23, Market Risk Adjusted Performance of 0.2202 and Standard Deviation of 4.59 to double-check if risk estimate we provide are consistent with the epected return of 0.0%.
|Horizon||30 Days Login to change|
10075581 Market Sensitivity
|As market goes up, the company is expected to significantly outperform it. However, if the market returns are negative, 10075581 will likely underperform. 2 Months Beta |Analyze 10075581 Demand TrendCheck current 30 days 10075581 correlation with market (DOW)|
β = 1.9787
10075581 Central Daily Price Deviation
10075581 Technical Analysis
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10075581 Projected Return Density Against MarketAssuming 30 trading days horizon, the fund has beta coefficient of 1.9787 . This suggests as the benchmark fluctuates upward, the company is expected to outperform it on average . However, if the benchmark returns are expected to be negative, 10075581 will likely underperform. Moreover, The company has an alpha of 0.2307 implying that it can potentially generate 0.2307% excess return over DOW after adjusting for the inherited market risk (beta).
Predicted Return Density
|Alpha over DOW||=||0.23|
|Beta against DOW||=||1.98|
10075581 Return Volatilitythe fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 0.6987% risk (volatility on return distribution) over the 30 days horizon.
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DOW has a standard deviation of returns of 0.7 and is 9.223372036854776E16 times more volatile than 10075581. 0% of all equities and portfolios are less risky than 10075581. Compared to the overall equity markets, volatility of historical daily returns of 10075581 is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use 10075581 to enhance returns of your portfolios. The fund experiences very speculative upward sentiment. . Check odds of 10075581 to be traded at $124.28 in 30 days. . As market goes up, the company is expected to significantly outperform it. However, if the market returns are negative, 10075581 will likely underperform.
10075581 correlation with market
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