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 10935395 which you can use to evaluate future volatility of the entity. Please confirm 10935395 Standard Deviation of 1.87, Market Risk Adjusted Performance of 1.44 and Coefficient Of Variation of
(300.00) to double-check if risk estimate we provide are consistent with the epected return of 0.0%.
|Horizon||30 Days Login to change|
10935395 Market Sensitivity
|As returns on market increase, returns on owning 10935395 are expected to decrease at a much smaller rate. During bear market, 10935395 is likely to outperform the market. 2 Months Beta |Analyze 10935395 Demand TrendCheck current 30 days 10935395 correlation with market (DOW)|
β = -0.443
10935395 Central Daily Price Deviation
10935395 Technical Analysis
We are not able to run technical analysis function on this symbol. We either do not have that equity or its historical data is not available at this time. Please try again later.
10935395 Projected Return Density Against MarketAssuming 30 trading days horizon, 10935395 has beta of -0.443 . This suggests as returns on benchmark increase, returns on holding 10935395 are expected to decrease at a much smaller rate. During bear market, however, 10935395 is likely to outperform the market. Additionally, The company has a negative alpha implying that the risk taken by holding this equity is not justified. 10935395 is significantly underperforming DOW.
Predicted Return Density
|Alpha over DOW||=||0.61|
|Beta against DOW||=||0.44|
10935395 Return Volatilitythe fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 0.6865% risk (volatility on return distribution) over the 30 days horizon.
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DOW has a standard deviation of returns of 0.69 and is 9.223372036854776E16 times more volatile than 10935395. 0% of all equities and portfolios are less risky than 10935395. Compared to the overall equity markets, volatility of historical daily returns of 10935395 is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use 10935395 to protect your portfolios against small markets fluctuations. The fund experiences very speculative upward sentiment. Check odds of 10935395 to be traded at $134.84 in 30 days. . As returns on market increase, returns on owning 10935395 are expected to decrease at a much smaller rate. During bear market, 10935395 is likely to outperform the market.
10935395 correlation with market
Check also Trending Equities. Please also try Money Flow Index module to determine momentum by analyzing money flow index and other technical indicators.