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 2022431 which you can use to evaluate future volatility of the entity. Please confirm 2022431 to double-check if risk estimate we provide are consistent with the epected return of 0.0%.
|Horizon||30 Days Login to change|
2022431 Technical Analysis
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2022431 Projected Return Density Against MarketAssuming 30 trading days horizon, 2022431 has beta of 0.0 . This suggests the returns on DOW and 2022431 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 2022431 is 0.0. The daily returns are destributed with a variance of 0.0 and standard deviation of 0.0. The mean deviation of 2022431 is currently at 0.0. For similar time horizon, the selected benchmark (DOW) has volatility of 0.0
|Alpha over DOW||=||0.00|
|Beta against DOW||=||0.00|
2022431 Return Volatilitythe fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 0.0% risk (volatility on return distribution) over the 30 days horizon.
2022431 Investment Opportunity
DOW has a standard deviation of returns of 0.78 and is 9.223372036854776E16 times more volatile than 2022431. 0% of all equities and portfolios are less risky than 2022431. Compared to the overall equity markets, volatility of historical daily returns of 2022431 is lower than 0 (%) of all global equities and portfolios over the last 30 days.
2022431 Current Risk Indicators
2022431 Suggested Diversification Pairs
|Ford Motor vs. 2022431|
|Schindler Holding vs. 2022431|
|Sika AG vs. 2022431|
|Novartis vs. 2022431|
|Lonza Group vs. 2022431|
|Nestl S vs. 2022431|
|Salesforce vs. 2022431|
|VMware vs. 2022431|
|Roche Holding vs. 2022431|
|Sonova Holding vs. 2022431|
|Temenos Group vs. 2022431|