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 12.23 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, returns on owning DNB FD are expected to decrease at a much smaller rate. During bear market, DNB FD is likely to outperform the market.2 Months Beta |Analyze DNB FD ASIAN Demand TrendCheck current 30 days DNB FD correlation with market (DOW)|
β = -0.1801
DNB FD Central Daily Price Deviation
DNB FD ASIAN Technical Analysis
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.
DNB FD Projected Return Density Against MarketAssuming 30 trading days horizon, DNB FD ASIAN SMALL CAP A has beta of -0.1801 . This suggests as returns on benchmark increase, returns on holding DNB FD are expected to decrease at a much smaller rate. During bear market, however, DNB FD ASIAN SMALL CAP A is likely to outperform the market. Additionally, DNB FD ASIAN SMALL CAP A 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
|Alpha over DOW||=||2.23|
|Beta against DOW||=||0.18|
DNB FD Return VolatilityDNB FD ASIAN SMALL CAP A accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.3305% risk (volatility on return distribution) over the 30 days horizon.
Use high-impact, comprehensive, and customizable stock tickers that can be easily integrated to any websites
|All Next||Launch Stock Tickers|
DOW has a standard deviation of returns of 1.33 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 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, returns on owning DNB FD are expected to decrease at a much smaller rate. During bear market, DNB FD is likely to outperform the market.
DNB FD correlation with market
Check also Trending Equities. Please also try Competition Analyzer module to analyze and compare many basic indicators for a group of related or unrelated entities.