Gbl Evolution (Germany) Risk Analysis And Volatility

Our philosophy 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 Evolution Fds which you can use to evaluate future volatility of the entity. Please check out Gbl Evolution Risk Adjusted Performance of (0.31) and Market Risk Adjusted Performance of 0.6898 to validate if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

Gbl Evolution Market Sensitivity

As returns on market increase, returns on owning Gbl Evolution are expected to decrease at a much smaller rate. During bear market, Gbl Evolution is likely to outperform the market.
2 Months Beta |Analyze Gbl Evolution Fds Demand Trend
Check current 30 days Gbl Evolution correlation with market (DOW)
β = -0.5313

Gbl Evolution Central Daily Price Deviation

Gbl Evolution Fds 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 Evolution Projected Return Density Against Market

Assuming 30 trading days horizon, Gbl Evolution Fds Front Mkts Na has beta of -0.5313 . This suggests as returns on benchmark increase, returns on holding Gbl Evolution are expected to decrease at a much smaller rate. During bear market, however, Gbl Evolution Fds Front Mkts Na 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. Gbl Evolution Fds is significantly underperforming DOW.
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.33
β
Beta against DOW=0.53
σ
Overall volatility
=0.00
Ir
Information ratio =0.53

Gbl Evolution Return Volatility

the entity 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.
 Performance (%) 
      Timeline 

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Investment Outlook

Gbl Evolution Investment Opportunity

DOW has a standard deviation of returns of 0.69 and is 9.223372036854776E16 times more volatile than Gbl Evolution Fds Front Mkts Na. 0% of all equities and portfolios are less risky than Gbl Evolution. Compared to the overall equity markets, volatility of historical daily returns of Gbl Evolution Fds Front Mkts Na is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use Gbl Evolution Fds Front Mkts Na to protect your portfolios against small markets fluctuations. The fund experiences very speculative upward sentiment. Check odds of Gbl Evolution to be traded at €0.0 in 30 days. . As returns on market increase, returns on owning Gbl Evolution are expected to decrease at a much smaller rate. During bear market, Gbl Evolution is likely to outperform the market.

Gbl Evolution correlation with market

correlation synergy
Very good diversification
Overlapping area represents the amount of risk that can be diversified away by holding Gbl Evolution Fds Front Mkts N and equity matching DJI index in the same portfolio.

Gbl Evolution Volatility Indicators

Gbl Evolution Fds Front Mkts Na Current Risk Indicators

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