Our way in which we are determining 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 GS STR which you can use to evaluate future volatility of the entity. Please check out GS STR LQ RS PRF AC Standard Deviation of 6.0E-4 to validate if risk estimate we provide are consistent with the epected return of 0.0%.
|Horizon||30 Days Login to change|
GS STR LQ Technical Analysis
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GS STR Projected Return Density Against MarketAssuming 30 trading days horizon, GS STR has beta of 0.0 . This suggests the returns on DOW and GS STR do not appear to be sensitive. Furthermore, It does not look like the company alpha can have any bearing on the equity current valuation.
Predicted Return Density
|Alpha over DOW||=||0.00|
|Beta against DOW||=||0.00|
GS STR Return Volatilitythe fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 1.9% risk (volatility on return distribution) over the 30 days horizon.
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DOW has a standard deviation of returns of 1.9 and is 9.223372036854776E16 times more volatile than GS STR LQ RS PRF AC. 0% of all equities and portfolios are less risky than GS STR. Compared to the overall equity markets, volatility of historical daily returns of GS STR LQ RS PRF AC is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use GS STR LQ RS PRF AC to enhance returns of your portfolios. The fund experiences normal upward fluctuation. Check odds of GS STR to be traded at £14625.89 in 30 days. . The returns on DOW and GS STR are completely uncorrelated.
GS STR correlation with market
Check also Trending Equities. Please also try Aroon Oscillator module to analyze current equity momentum using aroon oscillator and other momentum ratios.