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 28215148 which you can use to evaluate future volatility of the entity. Please confirm 28215148 Coefficient Of Variation of 331.66, Standard Deviation of 0.1059 and Market Risk Adjusted Performance of 0.9937 to double-check if risk estimate we provide are consistent with the epected return of 0.0%.
|Horizon||30 Days Login to change|
28215148 Market Sensitivity
|As returns on market increase, 28215148 returns are expected to increase less than the market. However during bear market, the loss on holding 28215148 will be expected to be smaller as well. 2 Months Beta |Analyze 28215148 Demand TrendCheck current 30 days 28215148 correlation with market (DOW)|
β = 0.0223
28215148 Central Daily Price Deviation
28215148 Technical Analysis
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28215148 Projected Return Density Against MarketAssuming 30 trading days horizon, 28215148 has beta of 0.0223 . This suggests as returns on market go up, 28215148 average returns are expected to increase less than the benchmark. However during bear market, the loss on holding 28215148 will be expected to be much smaller as well. Moreover, The company has an alpha of 0.0205 implying that it can potentially generate 0.0205% excess return over DOW after adjusting for the inherited market risk (beta).
Predicted Return Density
|Alpha over DOW||=||0.0205|
|Beta against DOW||=||0.0223|
28215148 Return Volatilitythe fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 0.6883% risk (volatility on return distribution) over the 30 days horizon.
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DOW has a standard deviation of returns of 0.69 and is 9.223372036854776E16 times more volatile than 28215148. 0% of all equities and portfolios are less risky than 28215148. Compared to the overall equity markets, volatility of historical daily returns of 28215148 is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use 28215148 to enhance returns of your portfolios. The fund experiences normal upward fluctuation. Check odds of 28215148 to be traded at $2534.45 in 30 days. . As returns on market increase, 28215148 returns are expected to increase less than the market. However during bear market, the loss on holding 28215148 will be expected to be smaller as well.
28215148 correlation with market
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