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 European 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 European Technical Analysis
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GAM Star Projected Return Density Against MarketAssuming 30 trading days horizon, GAM Star has beta of 0.0 suggesting the returns on DOW and GAM Star do not appear to be highly-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 GAM Star is 0.0. The daily returns are destributed with a variance of 0.0 and standard deviation of 0.0. The mean deviation of GAM Star European Equity EUR Acc Instl is currently at 0.0. For similar time horizon, the selected benchmark (DOW) has volatility of 0.69
|Alpha over DOW||=||0.00|
|Beta against DOW||=||0.00|
GAM Star Return Volatilitythe entity accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 0.6937% risk (volatility on return distribution) over the 30 days horizon.
GAM Star Investment Opportunity
DOW has a standard deviation of returns of 0.69 and is 9.223372036854776E16 times more volatile than GAM Star European Equity EUR Acc Instl. 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 European Equity EUR Acc Instl is lower than 0 (%) of all global equities and portfolios over the last 30 days.
GAM Star Current Risk Indicators
GAM Star Suggested Diversification Pairs