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 28052695 which you can use to evaluate future volatility of the entity. Please confirm 28052695 Standard Deviation of 0.211, Coefficient Of Variation of
(1,358) and Market Risk Adjusted Performance of (2.49) to double-check if risk estimate we provide are consistent with the epected return of 0.0%.
|Horizon||30 Days Login to change|
28052695 Market Sensitivity
|As returns on market increase, 28052695 returns are expected to increase less than the market. However during bear market, the loss on holding 28052695 will be expected to be smaller as well. 2 Months Beta |Analyze 28052695 Demand TrendCheck current 30 days 28052695 correlation with market (DOW)|
β = 0.0102
28052695 Central Daily Price Deviation
28052695 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.
28052695 Projected Return Density Against MarketAssuming 30 trading days horizon, 28052695 has beta of 0.0102 . This suggests as returns on market go up, 28052695 average returns are expected to increase less than the benchmark. However during bear market, the loss on holding 28052695 will be expected to be much smaller as well. Additionally, The company has a negative alpha implying that the risk taken by holding this equity is not justified. 28052695 is significantly underperforming DOW.
Predicted Return Density
|Alpha over DOW||=||0.03|
|Beta against DOW||=||0.0102|
28052695 Return Volatilitythe fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 1.896% risk (volatility on return distribution) over the 30 days horizon.
Determine theme ratings based on digital equity recommendations. Macroaxis theme ratings are based on combination of fundamental analysis and risk-adjusted market performance
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DOW has a standard deviation of returns of 1.9 and is 9.223372036854776E16 times more volatile than 28052695. 0% of all equities and portfolios are less risky than 28052695. Compared to the overall equity markets, volatility of historical daily returns of 28052695 is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use 28052695 to protect your portfolios against small markets fluctuations. The fund experiences normal downward trend and little activity. Check odds of 28052695 to be traded at £9.91 in 30 days. . As returns on market increase, 28052695 returns are expected to increase less than the market. However during bear market, the loss on holding 28052695 will be expected to be smaller as well.
28052695 correlation with market
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