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 12943657 which you can use to evaluate future volatility of the entity. Please confirm 12943657 Standard Deviation of 1.79, Market Risk Adjusted Performance of 0.096 and Coefficient Of Variation of
(2,281) to double-check if risk estimate we provide are consistent with the epected return of 0.0%.
|Horizon||30 Days Login to change|
12943657 Market Sensitivity
|2 Months Beta |Analyze 12943657 Demand TrendCheck current 30 days 12943657 correlation with market (DOW)|
β = -1.0276
12943657 Central Daily Price Deviation
12943657 Technical Analysis
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12943657 Projected Return Density Against MarketAssuming 30 trading days horizon, 12943657 has beta of -1.0276 . This suggests Additionally, The company has a negative alpha implying that the risk taken by holding this equity is not justified. 12943657 is significantly underperforming DOW.
Predicted Return Density
|Alpha over DOW||=||0.09|
|Beta against DOW||=||1.03|
12943657 Return Volatilitythe fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 0.6636% risk (volatility on return distribution) over the 30 days horizon.
12943657 Investment Opportunity
DOW has a standard deviation of returns of 0.66 and is 9.223372036854776E16 times more volatile than 12943657. 0% of all equities and portfolios are less risky than 12943657. Compared to the overall equity markets, volatility of historical daily returns of 12943657 is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use 12943657 to enhance returns of your portfolios. The fund experiences normal upward fluctuation. Check odds of 12943657 to be traded at 1.2285 in 30 days. .
12943657 correlation with market
12943657 Current Risk Indicators
|Risk Adjusted Performance||(0.022702)|
|Market Risk Adjusted Performance||0.096|
|Coefficient Of Variation||(2,281)|
12943657 Suggested Diversification Pairs
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