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 28567974 which you can use to evaluate future volatility of the entity. Please confirm 28567974 Standard Deviation of 2.03 and Coefficient Of Variation of 1061.13 to double-check if risk estimate we provide are consistent with the epected return of 0.0%.
|Horizon||30 Days Login to change|
28567974 Technical Analysis
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28567974 Projected Return Density Against MarketAssuming 30 trading days horizon, 28567974 has beta of 0.0 . This suggests the returns on DOW and 28567974 do not appear to be sensitive. Furthermore, It does not look like the company alpha can have any bearing on the equity current valuation.
|Alpha over DOW||=||0.00|
|Beta against DOW||=||0.00|
28567974 Return Volatilitythe fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 0.0% risk (volatility on return distribution) over the 30 days horizon.
28567974 Investment Opportunity
DOW has a standard deviation of returns of 0.78 and is 9.223372036854776E16 times more volatile than 28567974. 0% of all equities and portfolios are less risky than 28567974. Compared to the overall equity markets, volatility of historical daily returns of 28567974 is lower than 0 (%) of all global equities and portfolios over the last 30 days.
28567974 Current Risk Indicators
|Risk Adjusted Performance||0.01|
|Coefficient Of Variation||1061.13|
|Value At Risk||(3.21)|
28567974 Suggested Diversification Pairs
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