Our approach towards forecasting 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 POL GLB ALPH which you can use to evaluate future volatility of the fund. Please check POL GLB ALPH to confirm if risk estimate we provide are consistent with the epected return of 0.0%.
|Horizon||30 Days Login to change|
POL GLB ALPH Technical Analysis
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POL GLB Projected Return Density Against MarketAssuming 30 trading days horizon, POL GLB has beta of 0.0 . This suggests the returns on DOW and POL GLB do not appear to be sensitive. Furthermore, It does not look like the company alpha can have any bearing on the equity current valuation.
Assuming 30 trading days horizon, the coefficient of variation of POL GLB is 0.0. The daily returns are destributed with a variance of 0.0 and standard deviation of 0.0. The mean deviation of POL GLB ALPH EUR R is currently at 0.0. For similar time horizon, the selected benchmark (DOW) has volatility of 0.76
|Alpha over DOW||=||0.00|
|Beta against DOW||=||0.00|
POL GLB Return Volatilitythe fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 0.7732% risk (volatility on return distribution) over the 30 days horizon.
POL GLB Investment Opportunity
DOW has a standard deviation of returns of 0.77 and is 9.223372036854776E16 times more volatile than POL GLB ALPH EUR R. 0% of all equities and portfolios are less risky than POL GLB. Compared to the overall equity markets, volatility of historical daily returns of POL GLB ALPH EUR R is lower than 0 (%) of all global equities and portfolios over the last 30 days.
POL GLB Current Risk Indicators
POL GLB Suggested Diversification Pairs
|Citigroup vs. POL GLB|
|Ford Motor vs. POL GLB|
|Marathon Patent vs. POL GLB|
|Public Joint vs. POL GLB|
|Salesforce vs. POL GLB|
|CME vs. POL GLB|
|Cree vs. POL GLB|
|Alarm Com vs. POL GLB|
|Microsoft vs. POL GLB|