Our approach into 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 VAN PAC INS USD ACC which you can use to evaluate future volatility of the entity. Please validate VAN PAC Risk Adjusted Performance of 0.1416 and Market Risk Adjusted Performance of 2.15 to confirm if risk estimate we provide are consistent with the epected return of 0.0%.
|Horizon||30 Days Login to change|
VAN PAC Market Sensitivity
|As returns on market increase, VAN PAC returns are expected to increase less than the market. However during bear market, the loss on holding VAN PAC will be expected to be smaller as well. 2 Months Beta |Analyze VAN PAC INS Demand TrendCheck current 30 days VAN PAC correlation with market (DOW)|
β = 0.1323
VAN PAC Central Daily Price Deviation
VAN PAC INS Technical Analysis
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VAN PAC Projected Return Density Against MarketAssuming 30 trading days horizon, VAN PAC has beta of 0.1323 . This suggests as returns on market go up, VAN PAC average returns are expected to increase less than the benchmark. However during bear market, the loss on holding VAN PAC INS USD ACC will be expected to be much smaller as well. Moreover, The company has an alpha of 0.2517 implying that it can potentially generate 0.2517% excess return over DOW after adjusting for the inherited market risk (beta).
Predicted Return Density
|Alpha over DOW||=||0.25|
|Beta against DOW||=||0.13|
VAN PAC Return Volatilitythe fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 1.657% risk (volatility on return distribution) over the 30 days horizon.
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DOW has a standard deviation of returns of 1.66 and is 9.223372036854776E16 times more volatile than VAN PAC INS USD ACC. 0% of all equities and portfolios are less risky than VAN PAC. Compared to the overall equity markets, volatility of historical daily returns of VAN PAC INS USD ACC is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use VAN PAC INS USD ACC to protect your portfolios against small markets fluctuations. The fund experiences very speculative upward sentiment. Check odds of VAN PAC to be traded at $0.0 in 30 days. . As returns on market increase, VAN PAC returns are expected to increase less than the market. However during bear market, the loss on holding VAN PAC will be expected to be smaller as well.
VAN PAC correlation with market
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