DNB FD (Germany) Risk Analysis And Volatility

CFPA -- Germany ETF  

EUR 5.77  0.00  0.00%

Our philosophy in predicting volatility of an etf is to use all available market data together with etf specific technical indicators that cannot be diversified away. We have found twenty-one technical indicators for DNB FD which you can use to evaluate future volatility of the entity. Please confirm DNB FD ASIAN SMALL CAP A Coefficient Of Variation of (173.07) and Market Risk Adjusted Performance of (12.15) to check if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

DNB FD Market Sensitivity

As returns on market increase, DNB FD returns are expected to increase less than the market. However during bear market, the loss on holding DNB FD will be expected to be smaller as well.
2 Months Beta |Analyze DNB FD ASIAN Demand Trend
Check current 30 days DNB FD correlation with market (DOW)
β = 0.1809

DNB FD Central Daily Price Deviation

DNB FD ASIAN Technical Analysis

Transformation
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DNB FD Projected Return Density Against Market

Assuming 30 trading days horizon, DNB FD has beta of 0.1809 . This suggests as returns on market go up, DNB FD average returns are expected to increase less than the benchmark. However during bear market, the loss on holding DNB FD ASIAN SMALL CAP A will be expected to be much smaller as well. Additionally, The company has a negative alpha implying that the risk taken by holding this equity is not justified. DNB FD ASIAN is significantly underperforming DOW.
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=2.22
β
Beta against DOW=0.18
σ
Overall volatility
=0.00
Ir
Information ratio =0.61

DNB FD Return Volatility

the entity accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 0.5731% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

DNB FD Investment Opportunity

DOW has a standard deviation of returns of 0.57 and is 9.223372036854776E16 times more volatile than DNB FD ASIAN SMALL CAP A. 0% of all equities and portfolios are less risky than DNB FD. Compared to the overall equity markets, volatility of historical daily returns of DNB FD ASIAN SMALL CAP A is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use DNB FD ASIAN SMALL CAP A to protect your portfolios against small markets fluctuations. The etf experiences normal downward trend, but the immediate impact on correlations cannot be determined at the moment . Check odds of DNB FD to be traded at €5.71 in 30 days. . As returns on market increase, DNB FD returns are expected to increase less than the market. However during bear market, the loss on holding DNB FD will be expected to be smaller as well.

DNB FD correlation with market

correlation synergy
Significant diversification
Overlapping area represents the amount of risk that can be diversified away by holding DNB FD ASIAN SMALL CAP A and equity matching DJI index in the same portfolio.

DNB FD Current Risk Indicators

DNB FD Suggested Diversification Pairs

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