CFPA HM (Germany) Risk Analysis And Volatility

Our philosophy towards foreseeing 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 CFPA HM which you can use to evaluate future volatility of the entity. Please confirm CFPA HM to double-check if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

CFPA HM Technical Analysis

Transformation
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CFPA HM Projected Return Density Against Market

Assuming 30 trading days horizon, CFPA HM has beta of 0.0 . This suggests the returns on DOW and CFPA HM do not appear to be highly reactive. Furthermore, It does not look like the company alpha can have any bearing on the equity current valuation.
α
Alpha over DOW
=0.00
β
Beta against DOW=0.00
σ
Overall volatility
=0.00
Ir
Information ratio =0.00

CFPA HM Return Volatility

the entity accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 0.6883% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

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Investment Outlook

CFPA HM Investment Opportunity

DOW has a standard deviation of returns of 0.69 and is 9.223372036854776E16 times more volatile than CFPA HM. 0% of all equities and portfolios are less risky than CFPA HM. Compared to the overall equity markets, volatility of historical daily returns of CFPA HM is lower than 0 (%) of all global equities and portfolios over the last 30 days.

CFPA HM Volatility Indicators

CFPA HM Current Risk Indicators

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