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 Risk Adjusted Performance of 0.0146, Market Risk Adjusted Performance of 0.05 and Semi Deviation of 1.75 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, GLG MAN returns are expected to increase less than the market. However during bear market, the loss on holding GLG MAN will be expected to be smaller as well. 2 Months Beta |Analyze GLG MAN DNHUSD Demand TrendCheck current 30 days GLG MAN correlation with market (DOW)|
β = 0.317
GLG MAN Central Daily Price Deviation
GLG MAN DNHUSD Technical Analysis
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GLG MAN Projected Return Density Against MarketAssuming 30 trading days horizon, GLG MAN has beta of 0.317 . This suggests as returns on market go up, GLG MAN average returns are expected to increase less than the benchmark. However during bear market, the loss on holding GLG MAN DNHUSD will be expected to be much smaller as well. Moreover, The company has an alpha of 0.0134 implying that it can potentially generate 0.0134% excess return over DOW after adjusting for the inherited market risk (beta).
Predicted Return Density
|Alpha over DOW||=||0.0134|
|Beta against DOW||=||0.32|
GLG MAN Return Volatilitythe fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 0.7996% risk (volatility on return distribution) over the 30 days horizon.
GLG MAN Investment Opportunity
DOW has a standard deviation of returns of 0.8 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, GLG MAN returns are expected to increase less than the market. However during bear market, the loss on holding GLG MAN will be expected to be smaller as well.
GLG MAN correlation with market
GLG MAN Current Risk Indicators
|Risk Adjusted Performance||0.0146|
|Market Risk Adjusted Performance||0.05|
|Coefficient Of Variation||9564.31|
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