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 14074716 which you can use to evaluate future volatility of the entity. Please confirm 14074716 Standard Deviation of 3.17, Coefficient Of Variation of
(3,218) and Market Risk Adjusted Performance of 0.3454 to double-check if risk estimate we provide are consistent with the epected return of 0.0%.
|Horizon||30 Days Login to change|
14074716 Market Sensitivity
|As returns on market increase, returns on owning 14074716 are expected to decrease at a much smaller rate. During bear market, 14074716 is likely to outperform the market. 2 Months Beta |Analyze 14074716 Demand TrendCheck current 30 days 14074716 correlation with market (DOW)|
β = -0.3233
14074716 Central Daily Price Deviation
14074716 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.
14074716 Projected Return Density Against MarketAssuming 30 trading days horizon, 14074716 has beta of -0.3233 . This suggests as returns on benchmark increase, returns on holding 14074716 are expected to decrease at a much smaller rate. During bear market, however, 14074716 is likely to outperform the market. Additionally, The company has a negative alpha implying that the risk taken by holding this equity is not justified. 14074716 is significantly underperforming DOW.
Predicted Return Density
|Alpha over DOW||=||0.08|
|Beta against DOW||=||0.32|
14074716 Return Volatilitythe fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 0.6987% risk (volatility on return distribution) over the 30 days horizon.
Analyze current equity momentum using Aroon Oscillator and other momentum ratios
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DOW has a standard deviation of returns of 0.7 and is 9.223372036854776E16 times more volatile than 14074716. 0% of all equities and portfolios are less risky than 14074716. Compared to the overall equity markets, volatility of historical daily returns of 14074716 is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use 14074716 to protect your portfolios against small markets fluctuations. The fund experiences very speculative upward sentiment. Check odds of 14074716 to be traded at $15.8 in 30 days. . As returns on market increase, returns on owning 14074716 are expected to decrease at a much smaller rate. During bear market, 14074716 is likely to outperform the market.
14074716 correlation with market
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