Our philosophy towards foreseeing 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 Columbia Disciplined Value B which you can use to evaluate future volatility of the entity. Please confirm Columbia Disciplined Risk Adjusted Performance of 0.2351, Mean Deviation of 0.2851 and Downside Deviation of 0.3662 to double-check if risk estimate we provide are consistent with the epected return of 0.0%.
|Horizon||30 Days Login to change|
Columbia Disciplined Market Sensitivity
|As returns on market increase, returns on owning Columbia Disciplined are expected to decrease at a much smaller rate. During bear market, Columbia Disciplined is likely to outperform the market. 2 Months Beta |Analyze Columbia Disciplined Demand TrendCheck current 30 days Columbia Disciplined correlation with market (DOW)|
β = -0.0423
Columbia Disciplined Central Daily Price Deviation
Columbia Disciplined Technical Analysis
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Columbia Disciplined Projected Return Density Against MarketAssuming 30 trading days horizon, Columbia Disciplined Value B has beta of -0.0423 . This suggests as returns on benchmark increase, returns on holding Columbia Disciplined are expected to decrease at a much smaller rate. During bear market, however, Columbia Disciplined Value B is likely to outperform the market. Moreover, The company has an alpha of 0.0399 implying that it can potentially generate 0.0399% excess return over DOW after adjusting for the inherited market risk (beta).
Predicted Return Density
|Alpha over DOW||=||0.0399|
|Beta against DOW||=||0.04|
Columbia Disciplined Return Volatilitythe fund shows 0.0% volatility of returns over 30 trading days. the entity inherits 1.9737% risk (volatility on return distribution) over the 30 days horizon.
DOW has a standard deviation of returns of 1.97 and is 9.223372036854776E16 times more volatile than Columbia Disciplined Value B. 0% of all equities and portfolios are less risky than Columbia Disciplined. Compared to the overall equity markets, volatility of historical daily returns of Columbia Disciplined Value B is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use Columbia Disciplined Value B to enhance returns of your portfolios. The fund experiences normal upward fluctuation. Check odds of Columbia Disciplined to be traded at $10.77 in 30 days. . As returns on market increase, returns on owning Columbia Disciplined are expected to decrease at a much smaller rate. During bear market, Columbia Disciplined is likely to outperform the market.
Columbia Disciplined correlation with market