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 25159769 which you can use to evaluate future volatility of the entity. Please confirm 25159769 Coefficient Of Variation of
(2,817), Market Risk Adjusted Performance of 0.0957 and Standard Deviation of 7.47 to double-check if risk estimate we provide are consistent with the epected return of 0.0%.
|Horizon||30 Days Login to change|
25159769 Market Sensitivity
|As returns on market increase, returns on owning 25159769 are expected to decrease by larger amounts. On the other hand, during market turmoil, 25159769 is expected to significantly outperform it. 2 Months Beta |Analyze 25159769 Demand TrendCheck current 30 days 25159769 correlation with market (DOW)|
β = -3.2121
25159769 Central Daily Price Deviation
25159769 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.
25159769 Projected Return Density Against MarketAssuming 30 trading days horizon, 25159769 has beta of -3.2121 . This suggests as returns on its benchmark rise, returns on holding 25159769 are expected to decrease by similarly larger amounts. On the other hand, during market turmoils, 25159769 is expected to outperform its benchmark. Moreover, The company has an alpha of 0.0254 implying that it can potentially generate 0.0254% excess return over DOW after adjusting for the inherited market risk (beta).
Predicted Return Density
|Alpha over DOW||=||0.0254|
|Beta against DOW||=||3.21|
25159769 Return Volatilitythe fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 0.6987% 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 0.7 and is 9.223372036854776E16 times more volatile than 25159769. 0% of all equities and portfolios are less risky than 25159769. Compared to the overall equity markets, volatility of historical daily returns of 25159769 is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use 25159769 to protect your portfolios against small markets fluctuations. The fund experiences very speculative upward sentiment. Check odds of 25159769 to be traded at 0.8835 in 30 days. . As returns on market increase, returns on owning 25159769 are expected to decrease by larger amounts. On the other hand, during market turmoil, 25159769 is expected to significantly outperform it.
25159769 correlation with market
Check also Trending Equities. Please also try Volatility Analysis module to get historical volatility and risk analysis based on latest market data.