Our approach towards forecasting 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 POLAR CAP EM which you can use to evaluate future volatility of the fund. Please check POLAR CAP EM Risk Adjusted Performance of 0.0873 to confirm if risk estimate we provide are consistent with the epected return of 0.0%.
|Horizon||30 Days Login to change|
POLAR CAP Market Sensitivity
|As returns on market increase, POLAR CAP returns are expected to increase less than the market. However during bear market, the loss on holding POLAR CAP will be expected to be smaller as well. 2 Months Beta |Analyze POLAR CAP EM Demand TrendCheck current 30 days POLAR CAP correlation with market (DOW)|
β = 0.2773
POLAR CAP Central Daily Price Deviation
POLAR CAP EM Technical Analysis
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POLAR CAP Projected Return Density Against MarketAssuming 30 trading days horizon, POLAR CAP has beta of 0.2773 . This suggests as returns on market go up, POLAR CAP average returns are expected to increase less than the benchmark. However during bear market, the loss on holding POLAR CAP EM EUR I will be expected to be much smaller as well. Moreover, The company has an alpha of 0.9701 implying that it can potentially generate 0.9701% excess return over DOW after adjusting for the inherited market risk (beta).
Predicted Return Density
|Alpha over DOW||=||0.97|
|Beta against DOW||=||0.28|
POLAR CAP Return Volatilitythe fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 0.6894% risk (volatility on return distribution) over the 30 days horizon.
Chance of Distress
Get analysis of equity chance of financial distress in the next 2 years
|All Next||Launch Chance of Distress|
DOW has a standard deviation of returns of 0.69 and is 9.223372036854776E16 times more volatile than POLAR CAP EM EUR I. 0% of all equities and portfolios are less risky than POLAR CAP. Compared to the overall equity markets, volatility of historical daily returns of POLAR CAP EM EUR I is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use POLAR CAP EM EUR I to enhance returns of your portfolios. The fund experiences very speculative upward sentiment. . Check odds of POLAR CAP to be traded at 10.93 in 30 days. . As returns on market increase, POLAR CAP returns are expected to increase less than the market. However during bear market, the loss on holding POLAR CAP will be expected to be smaller as well.
POLAR CAP correlation with market
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