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 MetLife Balanced which you can use to evaluate future volatility of the organization. Please verify MetLife Balanced Mgd Port Intl Coefficient Of Variation of 662.97, Risk Adjusted Performance of 0.2727 and Mean Deviation of 454.01 to check out if risk estimate we provide are consistent with the epected return of 0.0%.
|Horizon||30 Days Login to change|
MetLife Balanced Market Sensitivity
|As returns on market increase, returns on owning MetLife Balanced are expected to decrease by larger amounts. On the other hand, during market turmoil, MetLife Balanced is expected to significantly outperform it. 2 Months Beta |Analyze MetLife Balanced Mgd Demand TrendCheck current 30 days MetLife Balanced correlation with market (DOW)|
β = -47.5105
MetLife Balanced Central Daily Price Deviation
MetLife Balanced Mgd Technical Analysis
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MetLife Balanced Projected Return Density Against MarketAssuming 30 trading days horizon, MetLife Balanced Mgd Port Intl has beta of -47.5105 suggesting as returns on its benchmark rise, returns on holding MetLife Balanced Mgd Port Intl are expected to decrease by similarly larger amounts. On the other hand, during market turmoils, MetLife Balanced is expected to outperform its benchmark. In addition to that, The company has an alpha of 243.7314 implying that it can potentially generate 243.7314% excess return over DOW after adjusting for the inherited market risk (beta).
Predicted Return Density
|Alpha over DOW||=||243.73|
|Beta against DOW||=||47.51|
MetLife Balanced Return Volatilitythe fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 1.5467% risk (volatility on return distribution) over the 30 days horizon.
DOW has a standard deviation of returns of 1.55 and is 9.223372036854776E16 times more volatile than MetLife Balanced Mgd Port Intl. 0% of all equities and portfolios are less risky than MetLife Balanced. Compared to the overall equity markets, volatility of historical daily returns of MetLife Balanced Mgd Port Intl is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use MetLife Balanced Mgd Port Intl to protect your portfolios against small markets fluctuations. The fund experiences somewhat bearish sentiment, but market may correct it shortly. Check odds of MetLife Balanced to be traded at p;199.82 in 30 days. . As returns on market increase, returns on owning MetLife Balanced are expected to decrease by larger amounts. On the other hand, during market turmoil, MetLife Balanced is expected to significantly outperform it.
MetLife Balanced correlation with market