Our way of 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-one technical indicators for MGI Global which you can use to evaluate future volatility of the organization. Please verify MGI Global Equity M 4 Hdg to check out if risk estimate we provide are consistent with the epected return of 0.0%.
|Horizon||30 Days Login to change|
MGI Global Equity Technical Analysis
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MGI Global Projected Return Density Against MarketAssuming 30 trading days horizon, MGI Global has beta of 0.0 suggesting the returns on DOW and MGI Global do not appear to be sensitive. Furthermore, It does not look like the company alpha can have any bearing on the equity current valuation.
Assuming 30 trading days horizon, the coefficient of variation of MGI Global is 0.0. The daily returns are destributed with a variance of 0.0 and standard deviation of 0.0. The mean deviation of MGI Global Equity M 4 Hdg is currently at 0.0. For similar time horizon, the selected benchmark (DOW) has volatility of 0.7
|Alpha over DOW||=||0.00|
|Beta against DOW||=||0.00|
MGI Global Return Volatilitythe fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 0.6518% risk (volatility on return distribution) over the 30 days horizon.
MGI Global Investment Opportunity
DOW has a standard deviation of returns of 0.65 and is 9.223372036854776E16 times more volatile than MGI Global Equity M 4 Hdg. 0% of all equities and portfolios are less risky than MGI Global. Compared to the overall equity markets, volatility of historical daily returns of MGI Global Equity M 4 Hdg is lower than 0 (%) of all global equities and portfolios over the last 30 days.
MGI Global Current Risk Indicators
MGI Global Suggested Diversification Pairs