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 25282117 which you can use to evaluate future volatility of the entity. Please confirm 25282117 Standard Deviation of 3.26, Coefficient Of Variation of
(870.41) and Market Risk Adjusted Performance of 0.3561 to double-check if risk estimate we provide are consistent with the epected return of 0.0%.
|Horizon||30 Days Login to change|
25282117 Market Sensitivity
|2 Months Beta |Analyze 25282117 Demand TrendCheck current 30 days 25282117 correlation with market (DOW)|
β = -1.1125
25282117 Central Daily Price Deviation
25282117 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.
25282117 Projected Return Density Against MarketAssuming 30 trading days horizon, 25282117 has beta of -1.1125 . This suggests Additionally, The company has a negative alpha implying that the risk taken by holding this equity is not justified. 25282117 is significantly underperforming DOW.
Predicted Return Density
|Alpha over DOW||=||0.38|
|Beta against DOW||=||1.11|
25282117 Return Volatilitythe fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 0.6518% risk (volatility on return distribution) over the 30 days horizon.
25282117 Investment Opportunity
DOW has a standard deviation of returns of 0.65 and is 9.223372036854776E16 times more volatile than 25282117. 0% of all equities and portfolios are less risky than 25282117. Compared to the overall equity markets, volatility of historical daily returns of 25282117 is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use 25282117 to protect your portfolios against small markets fluctuations. The fund experiences very speculative upward sentiment. Check odds of 25282117 to be traded at C$7.55 in 30 days. .
25282117 correlation with market
25282117 Current Risk Indicators
|Risk Adjusted Performance||(0.07)|
|Market Risk Adjusted Performance||0.3561|
|Coefficient Of Variation||(870.41)|
25282117 Suggested Diversification Pairs