Our philosophy towards measuring 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 Taurus Liquid Gr which you can use to evaluate future volatility of the fund. Please validate Taurus Liquid Coefficient Of Variation of 419.2 and Risk Adjusted Performance of 0.4054 to confirm if risk estimate we provide are consistent with the epected return of 0.0%.
|Horizon||30 Days Login to change|
Taurus Liquid Market Sensitivity
|As returns on market increase, Taurus Liquid returns are expected to increase less than the market. However during bear market, the loss on holding Taurus Liquid will be expected to be smaller as well. 2 Months Beta |Analyze Taurus Liquid Gr Demand TrendCheck current 30 days Taurus Liquid correlation with market (DOW)|
β = 0.0379
Taurus Liquid Central Daily Price Deviation
Taurus Liquid Gr Technical Analysis
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Taurus Liquid Projected Return Density Against MarketAssuming 30 trading days horizon, Taurus Liquid has beta of 0.0379 suggesting as returns on market go up, Taurus Liquid average returns are expected to increase less than the benchmark. However during bear market, the loss on holding Taurus Liquid Gr will be expected to be much smaller as well. Moreover, The company has an alpha of 0.1189 implying that it can potentially generate 0.1189% excess return over DOW after adjusting for the inherited market risk (beta).
Predicted Return Density
|Alpha over DOW||=||0.12|
|Beta against DOW||=||0.0379|
Taurus Liquid Return Volatilitythe fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 1.9214% risk (volatility on return distribution) over the 30 days horizon.
DOW has a standard deviation of returns of 1.92 and is 9.223372036854776E16 times more volatile than Taurus Liquid Gr. 0% of all equities and portfolios are less risky than Taurus Liquid. Compared to the overall equity markets, volatility of historical daily returns of Taurus Liquid Gr is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use Taurus Liquid Gr to enhance returns of your portfolios. The fund experiences normal upward fluctuation. Check odds of Taurus Liquid to be traded at 2243.06 in 30 days. . As returns on market increase, Taurus Liquid returns are expected to increase less than the market. However during bear market, the loss on holding Taurus Liquid will be expected to be smaller as well.
Taurus Liquid correlation with market