Our way in which we are 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 FC Real which you can use to evaluate future volatility of the entity. Please confirm FC Real Estate Securities B GBP Acc Market Risk Adjusted Performance of
(0.63), Downside Deviation of 35.08 and Standard Deviation of 2425.97 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
60 Days Economic Sensitivity
|Horizon||30 Days Login to change|
FC Real Market Sensitivity
|As returns on market increase, returns on owning FC Real are expected to decrease by larger amounts. On the other hand, during market turmoil, FC Real is expected to significantly outperform it. 2 Months Beta |Analyze FC Real Estate Demand TrendCheck current 30 days FC Real correlation with market (DOW)|
β = -915.4424
FC Real Central Daily Price Deviation
FC Real Estate 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.
FC Real Projected Return Density Against MarketAssuming 30 trading days horizon, FC Real Estate Securities B GBP Acc has beta of -915.4424 suggesting as returns on its benchmark rise, returns on holding FC Real Estate Securities B GBP Acc are expected to decrease by similarly larger amounts. On the other hand, during market turmoils, FC Real is expected to outperform its benchmark. In addition to that, The company has an alpha of 699.6838 implying that it can potentially generate 699.6838% excess return over DOW after adjusting for the inherited market risk (beta).
Predicted Return Density
|Alpha over DOW||=||699.68|
|Beta against DOW||=||915.44|
FC Real Return Volatilitythe entity accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 0.5832% risk (volatility on return distribution) over the 30 days horizon.
FC Real Investment Opportunity
DOW has a standard deviation of returns of 0.58 and is 9.223372036854776E16 times more volatile than FC Real Estate Securities B GBP Acc. 0% of all equities and portfolios are less risky than FC Real. Compared to the overall equity markets, volatility of historical daily returns of FC Real Estate Securities B GBP Acc is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use FC Real Estate Securities B GBP Acc to protect your portfolios against small markets fluctuations. The fund experiences somewhat bearish sentiment, but market may correct it shortly. Check odds of FC Real to be traded at p;2566.62 in 30 days. . As returns on market increase, returns on owning FC Real are expected to decrease by larger amounts. On the other hand, during market turmoil, FC Real is expected to significantly outperform it.
FC Real correlation with market
FC Real Current Risk Indicators
|Risk Adjusted Performance||0.1626|
|Market Risk Adjusted Performance||(0.63)|
|Coefficient Of Variation||417.05|
FC Real Suggested Diversification Pairs
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