Our approach towards 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 BRW US SML USD A AC which you can use to evaluate future volatility of the entity. Please confirm BRW US SML Mean Deviation of 4.22 and Risk Adjusted Performance of
(0.037009) to double-check if risk estimate we provide are consistent with the epected return of 0.0%.
|Horizon||30 Days Login to change|
BRW US Market Sensitivity
|As returns on market increase, returns on owning BRW US are expected to decrease at a much smaller rate. During bear market, BRW US is likely to outperform the market. 2 Months Beta |Analyze BRW US SML Demand TrendCheck current 30 days BRW US correlation with market (DOW)|
β = -0.076
BRW US Central Daily Price Deviation
BRW US SML 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.
BRW US Projected Return Density Against MarketAssuming 30 trading days horizon, BRW US SML USD A AC has beta of -0.076 . This suggests as returns on benchmark increase, returns on holding BRW US are expected to decrease at a much smaller rate. During bear market, however, BRW US SML USD A AC is likely to outperform the market. Additionally, The company has a negative alpha implying that the risk taken by holding this equity is not justified. BRW US SML is significantly underperforming DOW.
Predicted Return Density
|Alpha over DOW||=||0.15|
|Beta against DOW||=||0.08|
BRW US Return Volatilitythe fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 1.8162% risk (volatility on return distribution) over the 30 days horizon.
Stay connected to all market stories and filter out noise. Drill down to analyze hype elasticity
|All Next||Launch Headlines Timeline|
DOW has a standard deviation of returns of 1.82 and is 9.223372036854776E16 times more volatile than BRW US SML USD A AC. 0% of all equities and portfolios are less risky than BRW US. Compared to the overall equity markets, volatility of historical daily returns of BRW US SML USD A AC is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use BRW US SML USD A AC to protect your portfolios against small markets fluctuations. The fund experiences very speculative upward sentiment. Check odds of BRW US to be traded at $8.97 in 30 days. . As returns on market increase, returns on owning BRW US are expected to decrease at a much smaller rate. During bear market, BRW US is likely to outperform the market.
BRW US correlation with market
Check also Trending Equities. Please also try ETF Directory module to find actively-traded exchange traded funds (etf) from around the world.