Our philosophy towards 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 technical indicators for Mediolanum which you can use to evaluate future volatility of the organization. Please verify Mediolanum BB MS Glbl Sel S A Mean Deviation of 0.8432, Risk Adjusted Performance of 0.01 and Downside Deviation of 1.66 to check out if risk estimate we provide are consistent with the epected return of 0.0%.
60 Days Market Risk
Chance of Distress in 24 months
60 Days Economic Sensitivity
|Horizon||30 Days Login to change|
Mediolanum BB MS Technical Analysis
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Mediolanum Projected Return Density Against MarketAssuming 30 trading days horizon, Mediolanum has beta of 0.0 suggesting the returns on DOW and Mediolanum do not appear to be sensitive. Furthermore, It does not look like the company alpha can have any bearing on the equity current valuation.
|Alpha over DOW||=||0.00|
|Beta against DOW||=||0.00|
Mediolanum Return Volatilitythe fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 0.0% risk (volatility on return distribution) over the 30 days horizon.
Mediolanum Investment Opportunity
DOW has a standard deviation of returns of 0.66 and is 9.223372036854776E16 times more volatile than Mediolanum BB MS Glbl Sel S A. 0% of all equities and portfolios are less risky than Mediolanum. Compared to the overall equity markets, volatility of historical daily returns of Mediolanum BB MS Glbl Sel S A is lower than 0 (%) of all global equities and portfolios over the last 30 days.
Mediolanum Current Risk Indicators
|Risk Adjusted Performance||0.01|
|Coefficient Of Variation||1544.16|
Mediolanum Suggested Diversification Pairs
|Ford Motor vs. Mediolanum|
|Alphabet vs. Mediolanum|
|VMware vs. Mediolanum|
|3M vs. Mediolanum|
|Microsoft vs. Mediolanum|
|Facebook vs. Mediolanum|
|Salesforce vs. Mediolanum|