Our approach towards determining 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 GAM Star China which you can use to evaluate future volatility of the entity. Please check out GAM Star to validate if risk estimate we provide are consistent with the epected return of 0.0%.
|Horizon||30 Days Login to change|
GAM Star Market Sensitivity
|As returns on market increase, GAM Star returns are expected to increase less than the market. However during bear market, the loss on holding GAM Star will be expected to be smaller as well.2 Months Beta |Analyze GAM Star China Demand TrendCheck current 30 days GAM Star correlation with market (DOW)|
β = 0.1476
GAM Star Central Daily Price Deviation
GAM Star China Technical Analysis
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GAM Star Projected Return Density Against MarketAssuming 30 trading days horizon, GAM Star has beta of 0.1476 suggesting as returns on market go up, GAM Star average returns are expected to increase less than the benchmark. However during bear market, the loss on holding GAM Star China Equity A USD Acc will be expected to be much smaller as well. Additionally, GAM Star China Equity A USD Acc 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||=||0.12|
|Beta against DOW||=||0.15|
GAM Star Return VolatilityGAM Star China Equity A USD Acc accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.3487% risk (volatility on return distribution) over the 30 days horizon.
DOW has a standard deviation of returns of 1.35 and is 9.223372036854776E16 times more volatile than GAM Star China Equity A USD Acc. 0% of all equities and portfolios are less risky than GAM Star. Compared to the overall equity markets, volatility of historical daily returns of GAM Star China Equity A USD Acc is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use GAM Star China Equity A USD Acc to protect against small markets fluctuations. The fund experiences very speculative upward sentiment.. Check odds of GAM Star to be traded at $14.1 in 30 days. As returns on market increase, GAM Star returns are expected to increase less than the market. However during bear market, the loss on holding GAM Star will be expected to be smaller as well.
GAM Star correlation with market