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 Composite 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 Market Sensitivity
|As returns on market increase, returns on owning GAM Star are expected to decrease at a much smaller rate. During bear market, GAM Star is likely to outperform the market.2 Months Beta |Analyze GAM Star Composite Demand TrendCheck current 30 days GAM Star correlation with market (DOW)|
β = -0.0114
GAM Star Central Daily Price Deviation
GAM Star Composite Technical Analysis
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GAM Star Projected Return Density Against MarketAssuming 30 trading days horizon, GAM Star Composite Glb Eq GBP Acc has beta of -0.0114 suggesting as returns on benchmark increase, returns on holding GAM Star are expected to decrease at a much smaller rate. During bear market, however, GAM Star Composite Glb Eq GBP Acc is likely to outperform the market. Moreover, GAM Star Composite Glb Eq GBP Acc has an alpha of 0.5651 implying that it can potentially generate 0.5651% excess return over DOW after adjusting for the inherited market risk (beta).
Predicted Return Density
|Alpha over DOW||=||0.57|
|Beta against DOW||=||0.01|
GAM Star Return VolatilityGAM Star Composite Glb Eq GBP Acc accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.3305% risk (volatility on return distribution) over the 30 days horizon.
DOW has a standard deviation of returns of 1.33 and is 9.223372036854776E16 times more volatile than GAM Star Composite Glb Eq GBP Acc. 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 Composite Glb Eq GBP Acc is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use GAM Star Composite Glb Eq GBP Acc to protect against small markets fluctuations. The fund experiences somewhat bearish sentiment, but market may correct it shortly. Check odds of GAM Star to be traded at p;1827.48 in 30 days. As returns on market increase, returns on owning GAM Star are expected to decrease at a much smaller rate. During bear market, GAM Star is likely to outperform the market.
GAM Star correlation with market