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 1361 which you can use to evaluate future volatility of the entity. Please confirm 1361 Standard Deviation of 0.6363 and Coefficient Of Variation of
(2,348) to double-check if risk estimate we provide are consistent with the epected return of 0.0%.
|Horizon||30 Days Login to change|
1361 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.
1361 Projected Return Density Against MarketAssuming 30 trading days horizon, 1361 has beta of 0.0 . This suggests the returns on DOW and 1361 do not appear to be sensible. 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|
1361 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.
1361 Investment Opportunity
DOW has a standard deviation of returns of 0.67 and is 9.223372036854776E16 times more volatile than 1361. 0% of all equities and portfolios are less risky than 1361. Compared to the overall equity markets, volatility of historical daily returns of 1361 is lower than 0 (%) of all global equities and portfolios over the last 30 days.
1361 Current Risk Indicators
|Risk Adjusted Performance||0.01|
|Coefficient Of Variation||(2,348)|
|Value At Risk||(0.90)|
1361 Suggested Diversification Pairs
|3M vs. 1361|
|Alphabet vs. 1361|
|Sprint vs. 1361|
|Ford Motor vs. 1361|
|Alibaba Group vs. 1361|
|VMware vs. 1361|
|Microsoft vs. 1361|