Our philosophy towards 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 Delaware Inv Global Value F USD which you can use to evaluate future volatility of the entity. Please confirm Delaware Inv Global Coefficient Of Variation of
(8,894) and Mean Deviation of 0.4491 to check if risk estimate we provide are consistent with the epected return of 0.0%.
60 Days Market Risk
Chance of Distress in 24 months
Close to average
60 Days Economic Sensitivity
Barely shadows market
|Horizon||30 Days Login to change|
Delaware Inv Market Sensitivity
|As returns on market increase, Delaware Inv returns are expected to increase less than the market. However during bear market, the loss on holding Delaware Inv will be expected to be smaller as well. 2 Months Beta |Analyze Delaware Inv Global Demand TrendCheck current 30 days Delaware Inv correlation with market (DOW)|
β = 0.0389
Delaware Inv Central Daily Price Deviation
Delaware Inv Global Technical Analysis
We are not able to run technical analysis function on this symbol. We either do not have that equity or its historical data is not available at this time. Please try again later.
Delaware Inv Projected Return Density Against MarketAssuming 30 trading days horizon, Delaware Inv has beta of 0.0389 suggesting as returns on market go up, Delaware Inv average returns are expected to increase less than the benchmark. However during bear market, the loss on holding Delaware Inv Global Value F USD will be expected to be much smaller as well. Additionally, The company has a negative alpha implying that the risk taken by holding this equity is not justified. Delaware Inv Global is significantly underperforming DOW.
Predicted Return Density
|Alpha over DOW||=||0.03|
|Beta against DOW||=||0.0389|
Delaware Inv Return Volatilitythe fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 0.6602% risk (volatility on return distribution) over the 30 days horizon.
Delaware Inv Investment Opportunity
DOW has a standard deviation of returns of 0.66 and is 9.223372036854776E16 times more volatile than Delaware Inv Global Value F USD. 0% of all equities and portfolios are less risky than Delaware Inv. Compared to the overall equity markets, volatility of historical daily returns of Delaware Inv Global Value F USD is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use Delaware Inv Global Value F USD to protect your portfolios against small markets fluctuations. The fund experiences unexpected downward movement. The market is reacting to new fundamentals. Check odds of Delaware Inv to be traded at $9.35 in 30 days. . As returns on market increase, Delaware Inv returns are expected to increase less than the market. However during bear market, the loss on holding Delaware Inv will be expected to be smaller as well.
Delaware Inv correlation with market
Delaware Inv Current Risk Indicators
|Risk Adjusted Performance||(0.004856)|
|Market Risk Adjusted Performance||(0.50)|
|Coefficient Of Variation||(8,894)|
Delaware Inv Suggested Diversification Pairs