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 1686534 which you can use to evaluate future volatility of the entity. Please confirm 1686534 Coefficient Of Variation of 4810.47, Market Risk Adjusted Performance of 0.082 and Standard Deviation of 4.32 to double-check if risk estimate we provide are consistent with the epected return of 0.0%.
|Horizon||30 Days Login to change|
1686534 Market Sensitivity
|1686534 returns are very sensitive to returns on the market. As market goes up or down, 1686534 is expected to follow. 2 Months Beta |Analyze 1686534 Demand TrendCheck current 30 days 1686534 correlation with market (DOW)|
β = 1.1084
1686534 Central Daily Price Deviation
1686534 Technical Analysis
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1686534 Projected Return Density Against MarketAssuming 30 trading days horizon, the fund has beta coefficient of 1.1084 . This suggests 1686534 market returns are sensitive to returns on the market. As the market goes up or down, 1686534 is expected to follow. Moreover, The company has an alpha of 0.0753 implying that it can potentially generate 0.0753% excess return over DOW after adjusting for the inherited market risk (beta).
Predicted Return Density
|Alpha over DOW||=||0.08|
|Beta against DOW||=||1.11|
1686534 Return Volatilitythe fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 0.6518% risk (volatility on return distribution) over the 30 days horizon.
1686534 Investment Opportunity
DOW has a standard deviation of returns of 0.65 and is 9.223372036854776E16 times more volatile than 1686534. 0% of all equities and portfolios are less risky than 1686534. Compared to the overall equity markets, volatility of historical daily returns of 1686534 is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use 1686534 to protect your portfolios against small markets fluctuations. The fund experiences very speculative upward sentiment. Check odds of 1686534 to be traded at $11.69 in 30 days. . 1686534 returns are very sensitive to returns on the market. As market goes up or down, 1686534 is expected to follow.
1686534 correlation with market
1686534 Current Risk Indicators
|Risk Adjusted Performance||0.023|
|Market Risk Adjusted Performance||0.082|
|Coefficient Of Variation||4810.47|
1686534 Suggested Diversification Pairs