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 2967545 which you can use to evaluate future volatility of the entity. Please confirm 2967545 Market Risk Adjusted Performance of 3.8, Coefficient Of Variation of
(282.84) and Standard Deviation of 3.66 to double-check if risk estimate we provide are consistent with the epected return of 0.0%.
|Horizon||30 Days Login to change|
2967545 Market Sensitivity
|As returns on market increase, returns on owning 2967545 are expected to decrease at a much smaller rate. During bear market, 2967545 is likely to outperform the market. 2 Months Beta |Analyze 2967545 Demand TrendCheck current 30 days 2967545 correlation with market (DOW)|
β = -0.3437
2967545 Central Daily Price Deviation
2967545 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.
2967545 Projected Return Density Against MarketAssuming 30 trading days horizon, 2967545 has beta of -0.3437 . This suggests as returns on benchmark increase, returns on holding 2967545 are expected to decrease at a much smaller rate. During bear market, however, 2967545 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. 2967545 is significantly underperforming DOW.
Predicted Return Density
|Alpha over DOW||=||1.28|
|Beta against DOW||=||0.34|
2967545 Return Volatilitythe fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 0.6912% 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 2967545. 0% of all equities and portfolios are less risky than 2967545. Compared to the overall equity markets, volatility of historical daily returns of 2967545 is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use 2967545 to protect your portfolios against small markets fluctuations. The fund experiences very speculative upward sentiment. Check odds of 2967545 to be traded at 0.0 in 30 days. . As returns on market increase, returns on owning 2967545 are expected to decrease at a much smaller rate. During bear market, 2967545 is likely to outperform the market.
2967545 correlation with market
Check also Trending Equities. Please also try Headlines Timeline module to stay connected to all market stories and filter out noise. drill down to analyze hype elasticity.