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 31480626 which you can use to evaluate future volatility of the entity. Please confirm 31480626 Standard Deviation of 1.8, Market Risk Adjusted Performance of 0.9875 and Coefficient Of Variation of
(894.35) to double-check if risk estimate we provide are consistent with the epected return of 0.0%.
|Horizon||30 Days Login to change|
31480626 Market Sensitivity
|As returns on market increase, returns on owning 31480626 are expected to decrease at a much smaller rate. During bear market, 31480626 is likely to outperform the market.2 Months Beta |Analyze 31480626 Demand TrendCheck current 30 days 31480626 correlation with market (DOW)|
β = -0.2167
31480626 Central Daily Price Deviation
31480626 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.
31480626 Projected Return Density Against MarketAssuming 30 trading days horizon, 31480626 has beta of -0.2167 . This suggests as returns on benchmark increase, returns on holding 31480626 are expected to decrease at a much smaller rate. During bear market, however, 31480626 is likely to outperform the market. Additionally, 31480626 has a negative alpha implying that the risk taken by holding this equity is not justified. The company is significantly underperforming DOW
Predicted Return Density
|Alpha over DOW||=||0.25|
|Beta against DOW||=||0.22|
31480626 Return Volatility31480626 accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.3471% risk (volatility on return distribution) over the 30 days horizon.
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DOW has a standard deviation of returns of 1.35 and is 9.223372036854776E16 times more volatile than 31480626. 0% of all equities and portfolios are less risky than 31480626. Compared to the overall equity markets, volatility of historical daily returns of 31480626 is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use 31480626 to protect against small markets fluctuations. The fund experiences unexpected downward movement. The market is reacting to new fundamentals. Check odds of 31480626 to be traded at S$10.06 in 30 days. As returns on market increase, returns on owning 31480626 are expected to decrease at a much smaller rate. During bear market, 31480626 is likely to outperform the market.
31480626 correlation with market
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