Our approach into measuring 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 UBS SEL USD INV AC which you can use to evaluate future volatility of the entity. Please validate UBS SEL Risk Adjusted Performance of 0.1425, Market Risk Adjusted Performance of 2.35 and Downside Deviation of 0.7238 to confirm if risk estimate we provide are consistent with the epected return of 0.0%.
|Horizon||30 Days Login to change|
UBS SEL Market Sensitivity
|As returns on market increase, UBS SEL returns are expected to increase less than the market. However during bear market, the loss on holding UBS SEL will be expected to be smaller as well. 2 Months Beta |Analyze UBS SEL USD Demand TrendCheck current 30 days UBS SEL correlation with market (DOW)|
β = 0.0175
UBS SEL Central Daily Price Deviation
UBS SEL USD Technical Analysis
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UBS SEL Projected Return Density Against MarketAssuming 30 trading days horizon, UBS SEL has beta of 0.0175 . This suggests as returns on market go up, UBS SEL average returns are expected to increase less than the benchmark. However during bear market, the loss on holding UBS SEL USD INV AC will be expected to be much smaller as well. Moreover, The company has an alpha of 0.0397 implying that it can potentially generate 0.0397% excess return over DOW after adjusting for the inherited market risk (beta).
Predicted Return Density
|Alpha over DOW||=||0.0397|
|Beta against DOW||=||0.0175|
UBS SEL Return Volatilitythe fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 1.9131% risk (volatility on return distribution) over the 30 days horizon.
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DOW has a standard deviation of returns of 1.91 and is 9.223372036854776E16 times more volatile than UBS SEL USD INV AC. 0% of all equities and portfolios are less risky than UBS SEL. Compared to the overall equity markets, volatility of historical daily returns of UBS SEL USD INV AC is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use UBS SEL USD INV AC to protect your portfolios against small markets fluctuations. The fund experiences normal downward trend and little activity. Check odds of UBS SEL to be traded at $117.47 in 30 days. . As returns on market increase, UBS SEL returns are expected to increase less than the market. However during bear market, the loss on holding UBS SEL will be expected to be smaller as well.
UBS SEL correlation with market
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