Gbl Evolution (Germany) Risk Analysis And Volatility Evaluation

C9DA -- Germany Fund  

EUR 142.60  0.00  0.00%

Gbl Evolution is unknown risk given 2 months investment horizon. Gbl Evolution Fds holds Efficiency (Sharpe) Ratio of 0.5774 which attests that Gbl Evolution Fds had 0.5774% of return per unit of risk over the last 2 months. Our philosophy towards determining risk of a fund is to use both market data as well as company specific technical data. We found twenty-one different technical indicators which can help you to evaluate if expected returns of 1.0439% are justified by taking the suggested risk. Use Gbl Evolution Fds Front Mkts Na Market Risk Adjusted Performance of 5.02 and Risk Adjusted Performance of (0.53) to evaluate company specific risk that cannot be diversified away.
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 = -0.0442

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 -0.0442 . 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, Gbl Evolution Fds Front Mkts Na 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 
Assuming 30 trading days horizon, the coefficient of variation of Gbl Evolution is 173.21. The daily returns are destributed with a variance of 3.27 and standard deviation of 1.81. The mean deviation of Gbl Evolution Fds Front Mkts Na is currently at 1.39. For similar time horizon, the selected benchmark (DOW) has volatility of 1.38
α
Alpha over DOW
=0.23
β
Beta against DOW=0.04
σ
Overall volatility
=1.81
Ir
Information ratio =0.1

Gbl Evolution Return Volatility

Gbl Evolution Fds Front Mkts Na accepts 1.808% volatility on return distribution over the 30 days horizon. DOW inherits 1.3081% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

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Investment Outlook

Gbl Evolution Investment Opportunity

Gbl Evolution Fds Front Mkts Na has a volatility of 1.81 and is 1.38 times more volatile than DOW. 16% 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 16 (%) of all global equities and portfolios over the last 30 days. Use Gbl Evolution Fds Front Mkts Na 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 Evolution to be traded at €141.17 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
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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