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 13779865 which you can use to evaluate future volatility of the entity. Please confirm 13779865 Standard Deviation of 0.1232, Market Risk Adjusted Performance of 0.3482 and Coefficient Of Variation of 734.87 to double-check if risk estimate we provide are consistent with the epected return of 0.0%.
|Horizon||30 Days Login to change|
13779865 Market Sensitivity
|As returns on market increase, 13779865 returns are expected to increase less than the market. However during bear market, the loss on holding 13779865 will be expected to be smaller as well.2 Months Beta |Analyze 13779865 Demand TrendCheck current 30 days 13779865 correlation with market (DOW)|
β = 0.02
13779865 Central Daily Price Deviation
13779865 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.
13779865 Projected Return Density Against MarketAssuming 30 trading days horizon, 13779865 has beta of 0.02 . This suggests as returns on market go up, 13779865 average returns are expected to increase less than the benchmark. However during bear market, the loss on holding 13779865 will be expected to be much smaller as well. Moreover, 13779865 has an alpha of 0.0106 implying that it can potentially generate 0.0106% excess return over DOW after adjusting for the inherited market risk (beta).
Predicted Return Density
|Alpha over DOW||=||0.0106|
|Beta against DOW||=||0.02|
13779865 Return Volatility13779865 accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.3487% risk (volatility on return distribution) over the 30 days horizon.
Price Exposure Probability
Analyze equity upside and downside potential for a given time horizon across multiple markets
|All Next||Launch Price Exposure Probability|
DOW has a standard deviation of returns of 1.35 and is 9.223372036854776E16 times more volatile than 13779865. 0% of all equities and portfolios are less risky than 13779865. Compared to the overall equity markets, volatility of historical daily returns of 13779865 is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use 13779865 to enhance returns of your portfolios. The fund experiences normal upward fluctuation. Check odds of 13779865 to be traded at 12.59 in 30 days. As returns on market increase, 13779865 returns are expected to increase less than the market. However during bear market, the loss on holding 13779865 will be expected to be smaller as well.
13779865 correlation with market
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