Our approach 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 BAR GL HIG EUR Z AC which you can use to evaluate future volatility of the entity. Please confirm BAR GL HIG Mean Deviation of 2.4 and Coefficient Of Variation of 1105.8 to double-check if risk estimate we provide are consistent with the epected return of 0.0%.
|Horizon||30 Days Login to change|
BAR GL Market Sensitivity
|As returns on market increase, returns on owning BAR GL are expected to decrease at a much smaller rate. During bear market, BAR GL is likely to outperform the market. 2 Months Beta |Analyze BAR GL HIG Demand TrendCheck current 30 days BAR GL correlation with market (DOW)|
β = -0.5031
BAR GL Central Daily Price Deviation
BAR GL HIG 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.
BAR GL Projected Return Density Against MarketAssuming 30 trading days horizon, BAR GL HIG EUR Z AC has beta of -0.5031 . This suggests as returns on benchmark increase, returns on holding BAR GL are expected to decrease at a much smaller rate. During bear market, however, BAR GL HIG EUR Z AC is likely to outperform the market. Moreover, BAR GL HIG EUR Z AC has an alpha of 0.2018 implying that it can potentially generate 0.2018% excess return over DOW after adjusting for the inherited market risk (beta).
Predicted Return Density
|Alpha over DOW||=||0.20|
|Beta against DOW||=||0.5|
BAR GL Return VolatilityBAR GL HIG EUR Z AC accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 2.0465% risk (volatility on return distribution) over the 30 days horizon.
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DOW has a standard deviation of returns of 2.05 and is 9.223372036854776E16 times more volatile than BAR GL HIG EUR Z AC. 0% of all equities and portfolios are less risky than BAR GL. Compared to the overall equity markets, volatility of historical daily returns of BAR GL HIG EUR Z AC is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use BAR GL HIG EUR Z AC to protect your portfolios against small markets fluctuations. The fund experiences very speculative upward sentiment. Check odds of BAR GL to be traded at 0.0 in 30 days. . As returns on market increase, returns on owning BAR GL are expected to decrease at a much smaller rate. During bear market, BAR GL is likely to outperform the market.
BAR GL correlation with market
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