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 ASI DBT HKD A which you can use to evaluate future volatility of the entity. Please confirm BAR ASI DBT Mean Deviation of 0.1769 and Coefficient Of Variation of
(2,212) to double-check if risk estimate we provide are consistent with the epected return of 0.0%.
|Horizon||30 Days Login to change|
BAR ASI Market Sensitivity
|As returns on market increase, BAR ASI returns are expected to increase less than the market. However during bear market, the loss on holding BAR ASI will be expected to be smaller as well. 2 Months Beta |Analyze BAR ASI DBT Demand TrendCheck current 30 days BAR ASI correlation with market (DOW)|
β = 0.0078
BAR ASI Central Daily Price Deviation
BAR ASI DBT 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 ASI Projected Return Density Against MarketAssuming 30 trading days horizon, BAR ASI has beta of 0.0078 . This suggests as returns on market go up, BAR ASI average returns are expected to increase less than the benchmark. However during bear market, the loss on holding BAR ASI DBT HKD A 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. BAR ASI DBT is significantly underperforming DOW.
Predicted Return Density
|Alpha over DOW||=||0.02|
|Beta against DOW||=||0.0078|
BAR ASI Return Volatilitythe fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 1.8776% risk (volatility on return distribution) over the 30 days horizon.
World Markets Correlation
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DOW has a standard deviation of returns of 1.88 and is 9.223372036854776E16 times more volatile than BAR ASI DBT HKD A. 0% of all equities and portfolios are less risky than BAR ASI. Compared to the overall equity markets, volatility of historical daily returns of BAR ASI DBT HKD A is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use BAR ASI DBT HKD A to protect your portfolios against small markets fluctuations. The fund experiences normal downward trend and little activity. Check odds of BAR ASI to be traded at 57.56 in 30 days. . As returns on market increase, BAR ASI returns are expected to increase less than the market. However during bear market, the loss on holding BAR ASI will be expected to be smaller as well.
BAR ASI correlation with market
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