Angel Oak Risk Analysis And Volatility

ANFIX -- USA Fund  

USD 9.48  0.02  0.21%

We consider Angel Oak very steady. Angel Oak Financials secures Sharpe Ratio (or Efficiency) of 0.1244 which signifies that the fund had 0.1244% of return per unit of standard deviation over the last 3 months. Our philosophy in 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 technical indicators for Angel Oak Financials Income Fun which you can use to evaluate future volatility of the entity. Please confirm Angel Oak Financials Mean Deviation of 0.12 and Risk Adjusted Performance of 0.0685 to double-check if risk estimate we provide are consistent with the epected return of 0.0197%.

90 Days Market Risk

Very steady

Chance of Distress in 24 months

Very Small

90 Days Economic Sensitivity

Ignores market trends
Horizon     30 Days    Login   to change

Angel Oak Financials Technical Analysis

Transformation
The output start index for this execution was zero with a total number of output elements of sixty-one. Angel Oak Financials Average Price is the average of the sum of open, high, low and close daily prices of a bar. It can be used to smooth an indicator that normally takes just the closing price as input. View also all equity analysis or get more info about average price price transform indicator.

Angel Oak Projected Return Density Against Market

Assuming 30 trading days horizon, Angel Oak has beta of 0.0 . This suggests the returns on DOW and Angel Oak do not appear to be sensitive. Furthermore, It does not look like the company alpha can have any bearing on the equity current valuation.
 Predicted Return Density 
      Returns 
Assuming 30 trading days horizon, the coefficient of variation of Angel Oak is 803.84. The daily returns are destributed with a variance of 0.03 and standard deviation of 0.16. The mean deviation of Angel Oak Financials Income Fun is currently at 0.12. For similar time horizon, the selected benchmark (DOW) has volatility of 0.98
α
Alpha over DOW
=0.00
β
Beta against DOW=0.00
σ
Overall volatility
=0.16
Ir
Information ratio =0.21

Angel Oak Return Volatility

the fund shows 0.1585% volatility of returns over 30 trading days. the entity inherits 0.9886% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Angel Oak Investment Opportunity

DOW has a standard deviation of returns of 0.99 and is 6.19 times more volatile than Angel Oak Financials Income Fun. of all equities and portfolios are less risky than Angel Oak. Compared to the overall equity markets, volatility of historical daily returns of Angel Oak Financials Income Fun is lower than 1 () of all global equities and portfolios over the last 30 days.

Angel Oak Current Risk Indicators

Angel Oak Suggested Diversification Pairs

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