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 BRIDGEWA B4444002 which you can use to evaluate future volatility of the entity. Please confirm BRIDGEWA B4444002 Mean Deviation of 3.26 and Risk Adjusted Performance of 0.0668 to double-check if risk estimate we provide are consistent with the epected return of 0.0%.
|Horizon||30 Days Login to change|
BRIDGEWA B4444002 Market Sensitivity
|As returns on market increase, BRIDGEWA B4444002 returns are expected to increase less than the market. However during bear market, the loss on holding BRIDGEWA B4444002 will be expected to be smaller as well. 2 Months Beta |Analyze BRIDGEWA B4444002 Demand TrendCheck current 30 days BRIDGEWA B4444002 correlation with market (DOW)|
β = 0.8024
BRIDGEWA B4444002 Central Daily Price Deviation
BRIDGEWA B4444002 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.
BRIDGEWA B4444002 Projected Return Density Against MarketAssuming 30 trading days horizon, BRIDGEWA B4444002 has beta of 0.8024 . This suggests as returns on market go up, BRIDGEWA B4444002 average returns are expected to increase less than the benchmark. However during bear market, the loss on holding BRIDGEWA B4444002 will be expected to be much smaller as well. Moreover, The company has an alpha of 0.3214 implying that it can potentially generate 0.3214% excess return over DOW after adjusting for the inherited market risk (beta).
Predicted Return Density
|Alpha over DOW||=||0.32|
|Beta against DOW||=||0.80|
BRIDGEWA B4444002 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.
Find actively-traded Exchange Traded Funds (ETF) from around the world
|All Next||Launch ETF Directory|
DOW has a standard deviation of returns of 0.69 and is 9.223372036854776E16 times more volatile than BRIDGEWA B4444002. 0% of all equities and portfolios are less risky than BRIDGEWA B4444002. Compared to the overall equity markets, volatility of historical daily returns of BRIDGEWA B4444002 is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use BRIDGEWA B4444002 to enhance returns of your portfolios. The fund experiences very speculative upward sentiment. . Check odds of BRIDGEWA B4444002 to be traded at 1710.53 in 30 days. . As returns on market increase, BRIDGEWA B4444002 returns are expected to increase less than the market. However during bear market, the loss on holding BRIDGEWA B4444002 will be expected to be smaller as well.
BRIDGEWA B4444002 correlation with market
Check also Trending Equities. Please also try Financial Widgets module to easily integrated macroaxis content with over 30 different plug-and-play financial widgets.