Angel Oak Risk Analysis And Volatility

ANFLX -- USA Fund  

USD 9.48  0.01  0.11%

Macroaxis considers Angel Oak to be very steady. Angel Oak Financials secures Sharpe Ratio (or Efficiency) of -0.0295 which signifies that the fund had -0.0295% of return per unit of standard deviation over the last 3 months. Macroaxis philosophy in foreseeing risk of any fund is to look at both systematic and un-systematic factors of the business, including all available market data and technical indicators. Angel Oak Financials Income Fun exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to confirm Angel Oak Financials Risk Adjusted Performance of (0.06) and Mean Deviation of 0.1061 to double-check risk estimate we provide.

90 Days Market Risk

Very steady

Chance of Distress in 24 months

Very Small

90 Days Economic Sensitivity

Moves indifferently to market moves
Horizon     30 Days    Login   to change

Angel Oak Market Sensitivity

As returns on market increase, returns on owning Angel Oak are expected to decrease at a much smaller rate. During bear market, Angel Oak is likely to outperform the market.
3 Months Beta |Analyze Angel Oak Financials Demand Trend
Check current 30 days Angel Oak correlation with market (DOW)
β = -0.0136

Angel Oak Central Daily Price Deviation

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. The Median Price line plots median indexes of Angel Oak Financials price series. View also all equity analysis or get more info about median price price transform indicator.

Angel Oak Projected Return Density Against Market

Assuming 30 trading days horizon, Angel Oak Financials Income Fun has beta of -0.0136 . This suggests as returns on benchmark increase, returns on holding Angel Oak are expected to decrease at a much smaller rate. During bear market, however, Angel Oak Financials Income Fun 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. Angel Oak Financials is significantly underperforming DOW.
 Predicted Return Density 
      Returns 
Assuming 30 trading days horizon, the coefficient of variation of Angel Oak is -3391.47. 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 0.11. For similar time horizon, the selected benchmark (DOW) has volatility of 0.83
α
Alpha over DOW
=0.01
β
Beta against DOW=0.01
σ
Overall volatility
=0.16
Ir
Information ratio =0.58

Angel Oak Return Volatility

the fund shows 0.1631% volatility of returns over 30 trading days. the entity inherits 0.7293% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Angel Oak Investment Opportunity

DOW has a standard deviation of returns of 0.73 and is 4.56 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. Use Angel Oak Financials Income Fun to enhance returns of your portfolios. The fund experiences normal upward fluctuation. Check odds of Angel Oak to be traded at $9.95 in 30 days. . As returns on market increase, returns on owning Angel Oak are expected to decrease at a much smaller rate. During bear market, Angel Oak is likely to outperform the market.

Angel Oak correlation with market

correlation synergy
Good diversification
Overlapping area represents the amount of risk that can be diversified away by holding Angel Oak Financials Income Fu and equity matching DJI index in the same portfolio.

Angel Oak Current Risk Indicators

Angel Oak Suggested Diversification Pairs

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