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 1048591 which you can use to evaluate future volatility of the entity. Please confirm 1048591 Coefficient Of Variation of
(3,133) and Standard Deviation of 1.64 to double-check if risk estimate we provide are consistent with the epected return of 0.0%.
|Horizon||30 Days Login to change|
1048591 Technical Analysis
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1048591 Projected Return Density Against MarketAssuming 30 trading days horizon, 1048591 has beta of 0.0 . This suggests the returns on DOW and 1048591 do not appear to be sensitive. Furthermore, It does not look like the company alpha can have any bearing on the equity current valuation.
|Alpha over DOW||=||0.00|
|Beta against DOW||=||0.00|
1048591 Return Volatilitythe fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 0.0% risk (volatility on return distribution) over the 30 days horizon.
1048591 Investment Opportunity
DOW has a standard deviation of returns of 0.67 and is 9.223372036854776E16 times more volatile than 1048591. 0% of all equities and portfolios are less risky than 1048591. Compared to the overall equity markets, volatility of historical daily returns of 1048591 is lower than 0 (%) of all global equities and portfolios over the last 30 days.
1048591 Current Risk Indicators
|Risk Adjusted Performance||0.01|
|Coefficient Of Variation||(3,133)|
|Value At Risk||(2.33)|
1048591 Suggested Diversification Pairs
|Microsoft vs. 1048591|
|Alibaba Group vs. 1048591|
|3M vs. 1048591|
|Alphabet vs. 1048591|
|Ford Motor vs. 1048591|
|Visa vs. 1048591|
|Sprint vs. 1048591|
|Salesforce vs. 1048591|