Our way of estimating 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 KAM EQ which you can use to evaluate future volatility of the entity. Please verify KAM EQ MAR USD C AC Mean Deviation of 0.5236 and Market Risk Adjusted Performance of 1.06 to check out if risk estimate we provide are consistent with the epected return of 0.0%.
|Horizon||30 Days Login to change|
KAM EQ Market Sensitivity
|As returns on market increase, returns on owning KAM EQ are expected to decrease at a much smaller rate. During bear market, KAM EQ is likely to outperform the market. 2 Months Beta |Analyze KAM EQ MAR Demand TrendCheck current 30 days KAM EQ correlation with market (DOW)|
β = -0.0987
KAM EQ Central Daily Price Deviation
KAM EQ MAR 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.
KAM EQ Projected Return Density Against MarketAssuming 30 trading days horizon, KAM EQ MAR USD C AC has beta of -0.0987 . This suggests as returns on benchmark increase, returns on holding KAM EQ are expected to decrease at a much smaller rate. During bear market, however, KAM EQ MAR USD C 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. KAM EQ MAR is significantly underperforming DOW.
Predicted Return Density
|Alpha over DOW||=||0.1|
|Beta against DOW||=||0.1|
KAM EQ Return Volatilitythe fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 0.6959% risk (volatility on return distribution) over the 30 days horizon.
Money Flow Index
Determine momentum by analyzing Money Flow Index and other technical indicators
|All Next||Launch Money Flow Index|
DOW has a standard deviation of returns of 0.7 and is 9.223372036854776E16 times more volatile than KAM EQ MAR USD C AC. 0% of all equities and portfolios are less risky than KAM EQ. Compared to the overall equity markets, volatility of historical daily returns of KAM EQ MAR USD C AC is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use KAM EQ MAR USD C AC to protect your portfolios against small markets fluctuations. The fund experiences somewhat bearish sentiment, but market may correct it shortly. Check odds of KAM EQ to be traded at $9.11 in 30 days. . As returns on market increase, returns on owning KAM EQ are expected to decrease at a much smaller rate. During bear market, KAM EQ is likely to outperform the market.
KAM EQ correlation with market
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