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 14255194 which you can use to evaluate future volatility of the entity. Please confirm 14255194 Coefficient Of Variation of
(5,573), Standard Deviation of 10.82 and Market Risk Adjusted Performance of 0.1809 to double-check if risk estimate we provide are consistent with the epected return of 0.0%.
|Horizon||30 Days Login to change|
14255194 Market Sensitivity
|As returns on market increase, returns on owning 14255194 are expected to decrease by larger amounts. On the other hand, during market turmoil, 14255194 is expected to significantly outperform it. 2 Months Beta |Analyze 14255194 Demand TrendCheck current 30 days 14255194 correlation with market (DOW)|
β = -1.1948
14255194 Central Daily Price Deviation
14255194 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.
14255194 Projected Return Density Against MarketAssuming 30 trading days horizon, 14255194 has beta of -1.1948 . This suggests as returns on its benchmark rise, returns on holding 14255194 are expected to decrease by similarly larger amounts. On the other hand, during market turmoils, 14255194 is expected to outperform its benchmark. Additionally, The company has a negative alpha implying that the risk taken by holding this equity is not justified. 14255194 is significantly underperforming DOW.
Predicted Return Density
|Alpha over DOW||=||0.09|
|Beta against DOW||=||1.19|
14255194 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.
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DOW has a standard deviation of returns of 0.7 and is 9.223372036854776E16 times more volatile than 14255194. 0% of all equities and portfolios are less risky than 14255194. Compared to the overall equity markets, volatility of historical daily returns of 14255194 is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use 14255194 to protect your portfolios against small markets fluctuations. The fund experiences very speculative upward sentiment. Check odds of 14255194 to be traded at $0.4741 in 30 days. . As returns on market increase, returns on owning 14255194 are expected to decrease by larger amounts. On the other hand, during market turmoil, 14255194 is expected to significantly outperform it.
14255194 correlation with market
Check also Trending Equities. Please also try Alpha Finder module to use alpha and beta coefficients to find investment opportunities after accounting for the risk.