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 2070270 which you can use to evaluate future volatility of the entity. Please confirm 2070270 Coefficient Of Variation of 1419.68, Standard Deviation of 0.1743 and Market Risk Adjusted Performance of 0.2044 to double-check if risk estimate we provide are consistent with the epected return of 0.0%.
|Horizon||30 Days Login to change|
2070270 Market Sensitivity
|As returns on market increase, 2070270 returns are expected to increase less than the market. However during bear market, the loss on holding 2070270 will be expected to be smaller as well. 2 Months Beta |Analyze 2070270 Demand TrendCheck current 30 days 2070270 correlation with market (DOW)|
β = 0.0117
2070270 Central Daily Price Deviation
2070270 Technical Analysis
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2070270 Projected Return Density Against MarketAssuming 30 trading days horizon, 2070270 has beta of 0.0117 . This suggests as returns on market go up, 2070270 average returns are expected to increase less than the benchmark. However during bear market, the loss on holding 2070270 will be expected to be much smaller as well. Moreover, The company has an alpha of 4.0E-4 implying that it can potentially generate 4.0E-4% excess return over DOW after adjusting for the inherited market risk (beta).
Predicted Return Density
|Alpha over DOW||=||0.0004|
|Beta against DOW||=||0.0117|
2070270 Return Volatilitythe fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 0.6355% risk (volatility on return distribution) over the 30 days horizon.
Balance Of Power
Check stock momentum by analyzing Balance Of Power indicator and other technical ratios
|All Next||Launch Balance Of Power|
DOW has a standard deviation of returns of 0.64 and is 9.223372036854776E16 times more volatile than 2070270. 0% of all equities and portfolios are less risky than 2070270. Compared to the overall equity markets, volatility of historical daily returns of 2070270 is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use 2070270 to enhance returns of your portfolios. The fund experiences normal upward fluctuation. Check odds of 2070270 to be traded at £15.76 in 30 days. . As returns on market increase, 2070270 returns are expected to increase less than the market. However during bear market, the loss on holding 2070270 will be expected to be smaller as well.
2070270 correlation with market
Check also Trending Equities. Please also try Portfolio Diagnostics module to use generated alerts and portfolio events aggregator to diagnose current holdings.