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 1744714 which you can use to evaluate future volatility of the entity. Please confirm 1744714 to double-check if risk estimate we provide are consistent with the epected return of 0.0%.
|Horizon||30 Days Login to change|
1744714 Technical Analysis
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1744714 Projected Return Density Against MarketAssuming 30 trading days horizon, 1744714 has beta of 0.0 . This suggests the returns on DOW and 1744714 do not appear to be sensitive. Furthermore, It does not look like the company alpha can have any bearing on the equity current valuation.
|Alpha over DOW||=||0.00|
|Beta against DOW||=||0.00|
1744714 Return Volatilitythe fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 2.0104% risk (volatility on return distribution) over the 30 days horizon.
Piotroski F Score
Get Piotroski F Score based on binary analysis strategy of nine different fundamentals
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DOW has a standard deviation of returns of 2.01 and is 9.223372036854776E16 times more volatile than 1744714. 0% of all equities and portfolios are less risky than 1744714. Compared to the overall equity markets, volatility of historical daily returns of 1744714 is lower than 0 (%) of all global equities and portfolios over the last 30 days.
Check also Trending Equities. Please also try Piotroski F Score module to get piotroski f score based on binary analysis strategy of nine different fundamentals.