Our philosophy towards foreseeing 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 Absolute Insight Emerg Mkt Debt B2p EUR which you can use to evaluate future volatility of the entity. Please confirm Absolute Insight Emerg to double-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|
Absolute Insight Emerg Technical Analysis
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Absolute Insight Projected Return Density Against MarketAssuming 30 trading days horizon, Absolute Insight has beta of 0.0 suggesting the returns on DOW and Absolute Insight do not appear to be reactive. Furthermore, It does not look like the company alpha can have any bearing on the equity current valuation.
Predicted Return Density
Assuming 30 trading days horizon, the coefficient of variation of Absolute Insight is 0.0. The daily returns are destributed with a variance of 0.0 and standard deviation of 0.0. The mean deviation of Absolute Insight Emerg Mkt Debt B2p EUR is currently at 0.0. For similar time horizon, the selected benchmark (DOW) has volatility of 0.64
|Alpha over DOW||=||0.00|
|Beta against DOW||=||0.00|
Absolute Insight Return Volatilitythe mutual fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 0.5831% risk (volatility on return distribution) over the 30 days horizon.
Absolute Insight Investment Opportunity
DOW has a standard deviation of returns of 0.58 and is 9.223372036854776E16 times more volatile than Absolute Insight Emerg Mkt Debt B2p EUR. 0% of all equities and portfolios are less risky than Absolute Insight. Compared to the overall equity markets, volatility of historical daily returns of Absolute Insight Emerg Mkt Debt B2p EUR is lower than 0 (%) of all global equities and portfolios over the last 30 days.
Absolute Insight Current Risk Indicators
Absolute Insight Suggested Diversification Pairs