Our way of 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 technical indicators for NEM GLB which you can use to evaluate future volatility of the organization. Please verify NEM GLB USD INV ACC Risk Adjusted Performance of 0.01 and Mean Deviation of 4.87 to check out if risk estimate we provide are consistent with the epected return of 0.0%.
|Horizon||30 Days Login to change|
NEM GLB USD Technical Analysis
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NEM GLB Projected Return Density Against MarketAssuming 30 trading days horizon, NEM GLB has beta of 0.0 . This suggests the returns on DOW and NEM GLB do not appear to be sensitive. Furthermore, It does not look like the company alpha can have any bearing on the equity current valuation.
|Alpha over DOW||=||0.00|
|Beta against DOW||=||0.00|
NEM GLB Return Volatilitythe fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 0.0% risk (volatility on return distribution) over the 30 days horizon.
NEM GLB Investment Opportunity
DOW has a standard deviation of returns of 0.66 and is 9.223372036854776E16 times more volatile than NEM GLB USD INV ACC. 0% of all equities and portfolios are less risky than NEM GLB. Compared to the overall equity markets, volatility of historical daily returns of NEM GLB USD INV ACC is lower than 0 (%) of all global equities and portfolios over the last 30 days.
NEM GLB Current Risk Indicators
|Risk Adjusted Performance||0.01|
|Coefficient Of Variation||1379.91|
NEM GLB Suggested Diversification Pairs
|Microsoft vs. NEM GLB|
|VMware vs. NEM GLB|
|Sprint vs. NEM GLB|
|Alphabet vs. NEM GLB|
|Visa vs. NEM GLB|
|Salesforce vs. NEM GLB|
|Ford Motor vs. NEM GLB|
|Alibaba Group vs. NEM GLB|