Our way in which we are predicting 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 F0000007YS which you can use to evaluate future volatility of the entity. Please confirm F0000007YS Standard Deviation of 0.3148, Market Risk Adjusted Performance of 0.4116 and Downside Deviation of 0.4823 to check if risk estimate we provide are consistent with the epected return of 0.0%.
|Horizon||30 Days Login to change|
F0000007YS Market Sensitivity
|As returns on market increase, returns on owning F0000007YS are expected to decrease at a much smaller rate. During bear market, F0000007YS is likely to outperform the market. 2 Months Beta |Analyze F0000007YS Demand TrendCheck current 30 days F0000007YS correlation with market (DOW)|
β = -0.0237
F0000007YS Central Daily Price Deviation
F0000007YS Technical Analysis
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F0000007YS Projected Return Density Against MarketAssuming 30 trading days horizon, F0000007YS has beta of -0.0237 suggesting as returns on benchmark increase, returns on holding F0000007YS are expected to decrease at a much smaller rate. During bear market, however, F0000007YS is likely to outperform the market. Additionally, F0000007YS 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||=||0.01|
|Beta against DOW||=||0.02|
F0000007YS Return VolatilityF0000007YS accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 2.0465% risk (volatility on return distribution) over the 30 days horizon.
DOW has a standard deviation of returns of 2.05 and is 9.223372036854776E16 times more volatile than F0000007YS. 0% of all equities and portfolios are less risky than F0000007YS. Compared to the overall equity markets, volatility of historical daily returns of F0000007YS is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use F0000007YS to protect your portfolios against small markets fluctuations. The fund experiences very speculative upward sentiment. Check odds of F0000007YS to be traded at p;0.0 in 30 days. . As returns on market increase, returns on owning F0000007YS are expected to decrease at a much smaller rate. During bear market, F0000007YS is likely to outperform the market.
F0000007YS correlation with market