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-one technical indicators for Mediolanum which you can use to evaluate future volatility of the organization. Please verify Mediolanum BB DWS MegaTrend Select L A Mean Deviation of 0.6826 and Risk Adjusted Performance of 0.2387 to check out if risk estimate we provide are consistent with the epected return of 0.0%.
|Horizon||30 Days Login to change|
Mediolanum Market Sensitivity
|As returns on market increase, Mediolanum returns are expected to increase less than the market. However during bear market, the loss on holding Mediolanum will be expected to be smaller as well. 2 Months Beta |Analyze Mediolanum BB DWS Demand TrendCheck current 30 days Mediolanum correlation with market (DOW)|
β = 0.0247
Mediolanum Central Daily Price Deviation
Mediolanum BB DWS Technical Analysis
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Mediolanum Projected Return Density Against MarketAssuming 30 trading days horizon, Mediolanum has beta of 0.0247 suggesting as returns on market go up, Mediolanum average returns are expected to increase less than the benchmark. However during bear market, the loss on holding Mediolanum BB DWS MegaTrend Select L A will be expected to be much smaller as well. Moreover, Mediolanum BB DWS MegaTrend Select L A has an alpha of 0.1293 implying that it can potentially generate 0.1293% excess return over DOW after adjusting for the inherited market risk (beta).
Predicted Return Density
|Alpha over DOW||=||0.13|
|Beta against DOW||=||0.0247|
Mediolanum Return VolatilityMediolanum BB DWS MegaTrend Select L A accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 2.0223% risk (volatility on return distribution) over the 30 days horizon.
DOW has a standard deviation of returns of 2.02 and is 9.223372036854776E16 times more volatile than Mediolanum BB DWS MegaTrend Select L A. 0% of all equities and portfolios are less risky than Mediolanum. Compared to the overall equity markets, volatility of historical daily returns of Mediolanum BB DWS MegaTrend Select L A is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use Mediolanum BB DWS MegaTrend Select L A to protect your portfolios against small markets fluctuations. The fund experiences moderate downward daily trend and can be a good diversifier. Check odds of Mediolanum to be traded at 6.4 in 30 days. . As returns on market increase, Mediolanum returns are expected to increase less than the market. However during bear market, the loss on holding Mediolanum will be expected to be smaller as well.
Mediolanum correlation with market