GBL EVOL (Germany) Risk Analysis And Volatility Evaluation

C9DA -- Germany Fund  

EUR 152.58  0.00  0.00%

Our approach towards determining 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 GBL EVOL F which you can use to evaluate future volatility of the entity. Please check out GBL EVOL to validate if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

GBL EVOL Market Sensitivity

As returns on market increase, returns on owning GBL EVOL are expected to decrease at a much smaller rate. During bear market, GBL EVOL is likely to outperform the market.
One Month Beta |Analyze GBL EVOL F Demand Trend
Check current 30 days GBL EVOL correlation with market (DOW)
β = -0.0111
GBL EVOL Almost negative betaGBL EVOL F Beta Legend

GBL EVOL F Technical Analysis

Transformation
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.

GBL EVOL Projected Return Density Against Market

Assuming 30 trading days horizon, GBL EVOL F FRON MKTS R has beta of -0.0111 . This suggests as returns on benchmark increase, returns on holding GBL EVOL are expected to decrease at a much smaller rate. During bear market, however, GBL EVOL F FRON MKTS R is likely to outperform the market. Additionally, GBL EVOL F FRON MKTS R 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 
      Returns 
α
Alpha over DOW
=0.03
β
Beta against DOW=0.01
σ
Overall volatility
=0.00
Ir
Information ratio =1.81

GBL EVOL Return Volatility

GBL EVOL F FRON MKTS R accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.0404% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

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Investment Outlook

GBL EVOL Investment Opportunity

DOW has a standard deviation of returns of 1.04 and is 9.223372036854776E16 times more volatile than GBL EVOL F FRON MKTS R. 0% of all equities and portfolios are less risky than GBL EVOL. Compared to the overall equity markets, volatility of historical daily returns of GBL EVOL F FRON MKTS R is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use GBL EVOL F FRON MKTS R to protect against small markets fluctuations. The fund experiences normal downward trend, but the immediate impact on correlations cannot be determined at the moment . Check odds of GBL EVOL to be traded at €151.05 in 30 days. As returns on market increase, returns on owning GBL EVOL are expected to decrease at a much smaller rate. During bear market, GBL EVOL is likely to outperform the market.

GBL EVOL correlation with market

Good diversification
Overlapping area represents the amount of risk that can be diversified away by holding GBL EVOL F FRON MKTS R and equity matching DJI index in the same portfolio.

GBL EVOL Volatility Indicators

GBL EVOL F FRON MKTS R Current Risk Indicators

Check also Trending Equities. Please also try Performance Analysis module to check effects of mean-variance optimization against your current asset allocation.
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