Our way in which we are estimating 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 LT Gilt which you can use to evaluate future volatility of the organization. Please verify LT Gilt Qt Div Standard Deviation of 0.6999, Mean Deviation of 0.3522 and Market Risk Adjusted Performance of
(2.77) to check out if risk estimate we provide are consistent with the epected return of 0.0%.
|Horizon||30 Days Login to change|
LT Gilt Market Sensitivity
|As returns on market increase, LT Gilt returns are expected to increase less than the market. However during bear market, the loss on holding LT Gilt will be expected to be smaller as well. 2 Months Beta |Analyze LT Gilt Qt Demand TrendCheck current 30 days LT Gilt correlation with market (DOW)|
β = 0.0247
LT Gilt Central Daily Price Deviation
LT Gilt Qt Technical Analysis
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LT Gilt Projected Return Density Against MarketAssuming 30 trading days horizon, LT Gilt has beta of 0.0247 . This suggests as returns on market go up, LT Gilt average returns are expected to increase less than the benchmark. However during bear market, the loss on holding LT Gilt Qt Div will be expected to be much smaller as well. Additionally, The company has a negative alpha implying that the risk taken by holding this equity is not justified. LT Gilt Qt is significantly underperforming DOW.
Predicted Return Density
|Alpha over DOW||=||0.07|
|Beta against DOW||=||0.0247|
LT Gilt Return Volatilitythe fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 1.9256% risk (volatility on return distribution) over the 30 days horizon.
DOW has a standard deviation of returns of 1.93 and is 9.223372036854776E16 times more volatile than LT Gilt Qt Div. 0% of all equities and portfolios are less risky than LT Gilt. Compared to the overall equity markets, volatility of historical daily returns of LT Gilt Qt Div is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use LT Gilt Qt Div to enhance returns of your portfolios. The fund experiences normal upward fluctuation. Check odds of LT Gilt to be traded at 12.38 in 30 days. . As returns on market increase, LT Gilt returns are expected to increase less than the market. However during bear market, the loss on holding LT Gilt will be expected to be smaller as well.
LT Gilt correlation with market