Our approach to 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 COLLARD GLB MAC USD which you can use to evaluate future volatility of the entity. Please confirm COLLARD GLB MAC to double-check if risk estimate we provide are consistent with the epected return of 0.0%.
|Horizon||30 Days Login to change|
COLLARD GLB MAC Technical Analysis
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COLLARD GLB Projected Return Density Against MarketAssuming 30 trading days horizon, COLLARD GLB has beta of 0.0 . This suggests the returns on DOW and COLLARD 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.
Predicted Return Density
Assuming 30 trading days horizon, the coefficient of variation of COLLARD GLB is 0.0. The daily returns are destributed with a variance of 0.0 and standard deviation of 0.0. The mean deviation of COLLARD GLB MAC USD is currently at 0.0. For similar time horizon, the selected benchmark (DOW) has volatility of 0.71
|Alpha over DOW||=||0.00|
|Beta against DOW||=||0.00|
COLLARD GLB Return Volatilitythe fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 0.6865% 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 0.69 and is 9.223372036854776E16 times more volatile than COLLARD GLB MAC USD. 0% of all equities and portfolios are less risky than COLLARD GLB. Compared to the overall equity markets, volatility of historical daily returns of COLLARD GLB MAC USD is lower than 0 (%) of all global equities and portfolios over the last 30 days.
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