Our way in which we are estimating 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 LT FRF which you can use to evaluate future volatility of the organization. Please verify LT FRF Gr to check out if risk estimate we provide are consistent with the epected return of 0.0%.
|Horizon||30 Days Login to change|
LT FRF Gr Technical Analysis
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LT FRF Projected Return Density Against MarketAssuming 30 trading days horizon, LT FRF has beta of 0.0 suggesting the returns on DOW and LT FRF 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.
Assuming 30 trading days horizon, the coefficient of variation of LT FRF is 0.0. The daily returns are destributed with a variance of 0.0 and standard deviation of 0.0. The mean deviation of LT FRF Gr is currently at 0.0. For similar time horizon, the selected benchmark (DOW) has volatility of 0.7
|Alpha over DOW||=||0.00|
|Beta against DOW||=||0.00|
LT FRF Return Volatilitythe fund venture accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 0.6518% risk (volatility on return distribution) over the 30 days horizon.
LT FRF Investment Opportunity
DOW has a standard deviation of returns of 0.65 and is 9.223372036854776E16 times more volatile than LT FRF Gr. 0% of all equities and portfolios are less risky than LT FRF. Compared to the overall equity markets, volatility of historical daily returns of LT FRF Gr is lower than 0 (%) of all global equities and portfolios over the last 30 days.
LT FRF Current Risk Indicators
LT FRF Suggested Diversification Pairs