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 1555610 which you can use to evaluate future volatility of the entity. Please confirm 1555610 Standard Deviation of 7.29, Market Risk Adjusted Performance of
(15.87) and Coefficient Of Variation of 2936.92 to double-check if risk estimate we provide are consistent with the epected return of 0.0%.
|Horizon||30 Days Login to change|
1555610 Market Sensitivity
|As returns on market increase, returns on owning 1555610 are expected to decrease at a much smaller rate. During bear market, 1555610 is likely to outperform the market. 2 Months Beta |Analyze 1555610 Demand TrendCheck current 30 days 1555610 correlation with market (DOW)|
β = -0.015
1555610 Central Daily Price Deviation
1555610 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.
1555610 Projected Return Density Against MarketAssuming 30 trading days horizon, 1555610 has beta of -0.015 . This suggests as returns on benchmark increase, returns on holding 1555610 are expected to decrease at a much smaller rate. During bear market, however, 1555610 is likely to outperform the market. Moreover, The company has an alpha of 0.2418 implying that it can potentially generate 0.2418% excess return over DOW after adjusting for the inherited market risk (beta).
Predicted Return Density
|Alpha over DOW||=||0.24|
|Beta against DOW||=||0.01|
1555610 Return Volatilitythe fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 1.5467% 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 1.55 and is 9.223372036854776E16 times more volatile than 1555610. 0% of all equities and portfolios are less risky than 1555610. Compared to the overall equity markets, volatility of historical daily returns of 1555610 is lower than 0 (%) of all global equities and portfolios over the last 30 days.
Check also Trending Equities. Please also try Pattern Recognition module to use different pattern recognition models to time the market across multiple global exchanges.