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 14340490 which you can use to evaluate future volatility of the entity. Please confirm 14340490 Standard Deviation of 0.2002, Coefficient Of Variation of
(244.95) and Market Risk Adjusted Performance of 2.92 to double-check if risk estimate we provide are consistent with the epected return of 0.0%.
|Horizon||30 Days Login to change|
14340490 Market Sensitivity
|As returns on market increase, returns on owning 14340490 are expected to decrease at a much smaller rate. During bear market, 14340490 is likely to outperform the market. 2 Months Beta |Analyze 14340490 Demand TrendCheck current 30 days 14340490 correlation with market (DOW)|
β = -0.0315
14340490 Central Daily Price Deviation
14340490 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.
14340490 Projected Return Density Against MarketAssuming 30 trading days horizon, 14340490 has beta of -0.0315 . This suggests as returns on benchmark increase, returns on holding 14340490 are expected to decrease at a much smaller rate. During bear market, however, 14340490 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. 14340490 is significantly underperforming DOW.
Predicted Return Density
|Alpha over DOW||=||0.09|
|Beta against DOW||=||0.03|
14340490 Return Volatilitythe fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 0.6883% risk (volatility on return distribution) over the 30 days horizon.
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DOW has a standard deviation of returns of 0.69 and is 9.223372036854776E16 times more volatile than 14340490. 0% of all equities and portfolios are less risky than 14340490. Compared to the overall equity markets, volatility of historical daily returns of 14340490 is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use 14340490 to protect your portfolios against small markets fluctuations. The fund experiences normal downward trend and little activity. Check odds of 14340490 to be traded at $124.53 in 30 days. . As returns on market increase, returns on owning 14340490 are expected to decrease at a much smaller rate. During bear market, 14340490 is likely to outperform the market.
14340490 correlation with market
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