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 12231072 which you can use to evaluate future volatility of the entity. Please confirm 12231072 Market Risk Adjusted Performance of
(0.77), Coefficient Of Variation of 834.9 and Standard Deviation of 8.36 to double-check if risk estimate we provide are consistent with the epected return of 0.0%.
|Horizon||30 Days Login to change|
12231072 Market Sensitivity
|As returns on market increase, returns on owning 12231072 are expected to decrease by larger amounts. On the other hand, during market turmoil, 12231072 is expected to significantly outperform it. 2 Months Beta |Analyze 12231072 Demand TrendCheck current 30 days 12231072 correlation with market (DOW)|
β = -1.2669
12231072 Central Daily Price Deviation
12231072 Technical Analysis
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12231072 Projected Return Density Against MarketAssuming 30 trading days horizon, 12231072 has beta of -1.2669 . This suggests as returns on its benchmark rise, returns on holding 12231072 are expected to decrease by similarly larger amounts. On the other hand, during market turmoils, 12231072 is expected to outperform its benchmark. Moreover, The company has an alpha of 0.9183 implying that it can potentially generate 0.9183% excess return over DOW after adjusting for the inherited market risk (beta).
Predicted Return Density
|Alpha over DOW||=||0.92|
|Beta against DOW||=||1.27|
12231072 Return Volatilitythe fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 1.9932% risk (volatility on return distribution) over the 30 days horizon.
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DOW has a standard deviation of returns of 1.99 and is 9.223372036854776E16 times more volatile than 12231072. 0% of all equities and portfolios are less risky than 12231072. Compared to the overall equity markets, volatility of historical daily returns of 12231072 is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use 12231072 to enhance returns of your portfolios. The fund experiences normal upward fluctuation. Check odds of 12231072 to be traded at £63.87 in 30 days. . As returns on market increase, returns on owning 12231072 are expected to decrease by larger amounts. On the other hand, during market turmoil, 12231072 is expected to significantly outperform it.
12231072 correlation with market
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