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 20228158 which you can use to evaluate future volatility of the entity. Please confirm 20228158 Market Risk Adjusted Performance of
(0.22), Standard Deviation of 3.65 and Coefficient Of Variation of 1657.78 to double-check if risk estimate we provide are consistent with the epected return of 0.0%.
|Horizon||30 Days Login to change|
20228158 Market Sensitivity
|2 Months Beta |Analyze 20228158 Demand TrendCheck current 30 days 20228158 correlation with market (DOW)|
β = -0.9084
20228158 Central Daily Price Deviation
20228158 Technical Analysis
20228158 Projected Return Density Against MarketAssuming 30 trading days horizon, 20228158 has beta of -0.9084 . This suggests Moreover, The company has an alpha of 0.3085 implying that it can potentially generate 0.3085% excess return over DOW after adjusting for the inherited market risk (beta).
Predicted Return Density
|Alpha over DOW||=||0.31|
|Beta against DOW||=||0.91|
20228158 Return Volatilitythe fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 0.6582% risk (volatility on return distribution) over the 30 days horizon.
20228158 Investment Opportunity
DOW has a standard deviation of returns of 0.66 and is 9.223372036854776E16 times more volatile than 20228158. 0% of all equities and portfolios are less risky than 20228158. Compared to the overall equity markets, volatility of historical daily returns of 20228158 is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use 20228158 to enhance returns of your portfolios. The fund experiences normal upward fluctuation. Check odds of 20228158 to be traded at £1.3965 in 30 days. .
20228158 correlation with market
20228158 Current Risk Indicators
|Risk Adjusted Performance||0.0475|
|Market Risk Adjusted Performance||(0.22)|
|Coefficient Of Variation||1657.78|
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