VEGA DIVFD (Ireland) Risk Analysis And Volatility

Our approach towards 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 VEGA DIVFD 2X USD 3 which you can use to evaluate future volatility of the fund. Please validate VEGA DIVFD to confirm if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

VEGA DIVFD 2X Technical Analysis

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VEGA DIVFD Projected Return Density Against Market

Assuming 30 trading days horizon, VEGA DIVFD has beta of 0.0 . This suggests the returns on DOW and VEGA DIVFD 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 
      Returns 
Assuming 30 trading days horizon, the coefficient of variation of VEGA DIVFD is 0.0. The daily returns are destributed with a variance of 0.0 and standard deviation of 0.0. The mean deviation of VEGA DIVFD 2X USD 3 is currently at 0.0. For similar time horizon, the selected benchmark (DOW) has volatility of 1.79
α
Alpha over DOW
=0.00
β
Beta against DOW=0.00
σ
Overall volatility
=0.00
Ir
Information ratio =0.00

VEGA DIVFD Return Volatility

the 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.
 Performance (%) 
      Timeline 

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Fundamental Analysis

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Investment Outlook

VEGA DIVFD Investment Opportunity

DOW has a standard deviation of returns of 1.91 and is 9.223372036854776E16 times more volatile than VEGA DIVFD 2X USD 3. 0% of all equities and portfolios are less risky than VEGA DIVFD. Compared to the overall equity markets, volatility of historical daily returns of VEGA DIVFD 2X USD 3 is lower than 0 (%) of all global equities and portfolios over the last 30 days.

VEGA DIVFD Volatility Indicators

VEGA DIVFD 2X USD 3 Current Risk Indicators

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