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 1934752 which you can use to evaluate future volatility of the entity. Please confirm 1934752 Standard Deviation of 0.9751, Market Risk Adjusted Performance of
(0.70) and Coefficient Of Variation of (2,094) to double-check if risk estimate we provide are consistent with the epected return of 0.0%.
|Horizon||30 Days Login to change|
1934752 Market Sensitivity
|As returns on market increase, 1934752 returns are expected to increase less than the market. However during bear market, the loss on holding 1934752 will be expected to be smaller as well. 2 Months Beta |Analyze 1934752 Demand TrendCheck current 30 days 1934752 correlation with market (DOW)|
β = 0.0802
1934752 Central Daily Price Deviation
1934752 Technical Analysis
We are not able to run technical analysis function on this symbol. We either do not have that equity or its historical data is not available at this time. Please try again later.
1934752 Projected Return Density Against MarketAssuming 30 trading days horizon, 1934752 has beta of 0.0802 . This suggests as returns on market go up, 1934752 average returns are expected to increase less than the benchmark. However during bear market, the loss on holding 1934752 will be expected to be much smaller as well. Additionally, The company has a negative alpha implying that the risk taken by holding this equity is not justified. 1934752 is significantly underperforming DOW.
Predicted Return Density
|Alpha over DOW||=||0.06|
|Beta against DOW||=||0.08|
1934752 Return Volatilitythe fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 0.8126% risk (volatility on return distribution) over the 30 days horizon.
1934752 Investment Opportunity
DOW has a standard deviation of returns of 0.81 and is 9.223372036854776E16 times more volatile than 1934752. 0% of all equities and portfolios are less risky than 1934752. Compared to the overall equity markets, volatility of historical daily returns of 1934752 is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use 1934752 to protect your portfolios against small markets fluctuations. The fund experiences somewhat bearish sentiment, but market may correct it shortly. Check odds of 1934752 to be traded at £172.25 in 30 days. . As returns on market increase, 1934752 returns are expected to increase less than the market. However during bear market, the loss on holding 1934752 will be expected to be smaller as well.
1934752 correlation with market
1934752 Current Risk Indicators
|Risk Adjusted Performance||(0.035805)|
|Market Risk Adjusted Performance||(0.70)|
|Coefficient Of Variation||(2,094)|
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