Our approach to determining 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 GLG MAN DNHUSD which you can use to evaluate future volatility of the entity. Please check out GLG MAN Semi Deviation of 1.66, Market Risk Adjusted Performance of
(0.07) and Risk Adjusted Performance of 0.0168 to validate if risk estimate we provide are consistent with the epected return of 0.0%.
|Horizon||30 Days Login to change|
GLG MAN Market Sensitivity
|As returns on market increase, returns on owning GLG MAN are expected to decrease at a much smaller rate. During bear market, GLG MAN is likely to outperform the market.2 Months Beta |Analyze GLG MAN DNHUSD Demand TrendCheck current 30 days GLG MAN correlation with market (DOW)|
β = -0.1421
GLG MAN Central Daily Price Deviation
GLG MAN DNHUSD 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.
GLG MAN Projected Return Density Against MarketAssuming 30 trading days horizon, GLG MAN DNHUSD has beta of -0.1421 . This suggests as returns on benchmark increase, returns on holding GLG MAN are expected to decrease at a much smaller rate. During bear market, however, GLG MAN DNHUSD is likely to outperform the market. Additionally, GLG MAN DNHUSD has a negative alpha implying that the risk taken by holding this equity is not justified. The company is significantly underperforming DOW
Predicted Return Density
|Alpha over DOW||=||0.02|
|Beta against DOW||=||0.14|
GLG MAN Return VolatilityGLG MAN DNHUSD accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.3399% risk (volatility on return distribution) over the 30 days horizon.
Get historical volatility and risk analysis based on latest market data
|All Next||Launch Volatility Analysis|
DOW has a standard deviation of returns of 1.34 and is 9.223372036854776E16 times more volatile than GLG MAN DNHUSD. 0% of all equities and portfolios are less risky than GLG MAN. Compared to the overall equity markets, volatility of historical daily returns of GLG MAN DNHUSD is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use GLG MAN DNHUSD to enhance returns of your portfolios. The fund experiences unexpected upward trend. Watch out for market signals. Check odds of GLG MAN to be traded at $113.24 in 30 days. As returns on market increase, returns on owning GLG MAN are expected to decrease at a much smaller rate. During bear market, GLG MAN is likely to outperform the market.
GLG MAN correlation with market
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