Our philosophy 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 GlobalAccess Emerg Mkts which you can use to evaluate future volatility of the entity. Please check out GlobalAccess Emerg Market Risk Adjusted Performance of
(20.19) and Risk Adjusted Performance of (0.94) to validate if risk estimate we provide are consistent with the epected return of 0.0%.
|Horizon||30 Days Login to change|
GlobalAccess Emerg Market Sensitivity
|As returns on market increase, GlobalAccess Emerg returns are expected to increase less than the market. However during bear market, the loss on holding GlobalAccess Emerg will be expected to be smaller as well. 2 Months Beta |Analyze GlobalAccess Emerg Mkts Demand TrendCheck current 30 days GlobalAccess Emerg correlation with market (DOW)|
β = 0.0372
GlobalAccess Emerg Central Daily Price Deviation
GlobalAccess Emerg Mkts Technical Analysis
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GlobalAccess Emerg Projected Return Density Against MarketAssuming 30 trading days horizon, GlobalAccess Emerg has beta of 0.0372 suggesting as returns on market go up, GlobalAccess Emerg average returns are expected to increase less than the benchmark. However during bear market, the loss on holding GlobalAccess Emerg Mkts Debt Z will be expected to be much smaller as well. Additionally, The company has a negative alpha implying that the risk taken by holding this equity is not justified. GlobalAccess Emerg Mkts is significantly underperforming DOW.
Predicted Return Density
|Alpha over DOW||=||0.75|
|Beta against DOW||=||0.0372|
GlobalAccess Emerg Return Volatilitythe fund venture accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 1.9997% risk (volatility on return distribution) over the 30 days horizon.
DOW has a standard deviation of returns of 2.0 and is 9.223372036854776E16 times more volatile than GlobalAccess Emerg Mkts Debt Z. 0% of all equities and portfolios are less risky than GlobalAccess Emerg. Compared to the overall equity markets, volatility of historical daily returns of GlobalAccess Emerg Mkts Debt Z is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use GlobalAccess Emerg Mkts Debt Z to protect your portfolios against small markets fluctuations. The fund experiences normal downward trend, but the immediate impact on correlations cannot be determined at the moment . Check odds of GlobalAccess Emerg to be traded at 1.0692 in 30 days. . As returns on market increase, GlobalAccess Emerg returns are expected to increase less than the market. However during bear market, the loss on holding GlobalAccess Emerg will be expected to be smaller as well.
GlobalAccess Emerg correlation with market