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 F00000MWSS which you can use to evaluate future volatility of the entity. Please confirm F00000MWSS IR Market Risk Adjusted Performance of
(2.19) and Standard Deviation of 1.54 to check if risk estimate we provide are consistent with the epected return of 0.0%.
|Horizon||30 Days Login to change|
F00000MWSS Market Sensitivity
|As returns on market increase, F00000MWSS returns are expected to increase less than the market. However during bear market, the loss on holding F00000MWSS will be expected to be smaller as well. 2 Months Beta |Analyze F00000MWSS IR Demand TrendCheck current 30 days F00000MWSS correlation with market (DOW)|
β = 0.1157
F00000MWSS Central Daily Price Deviation
F00000MWSS IR Technical Analysis
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F00000MWSS Projected Return Density Against MarketAssuming 30 trading days horizon, F00000MWSS has beta of 0.1157 suggesting as returns on market go up, F00000MWSS average returns are expected to increase less than the benchmark. However during bear market, the loss on holding F00000MWSS IR 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. F00000MWSS IR is significantly underperforming DOW.
Predicted Return Density
|Alpha over DOW||=||0.25|
|Beta against DOW||=||0.12|
F00000MWSS Return Volatilitythe fund venture accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 1.9958% 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 F00000MWSS IR. 0% of all equities and portfolios are less risky than F00000MWSS. Compared to the overall equity markets, volatility of historical daily returns of F00000MWSS IR is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use F00000MWSS IR to protect your portfolios against small markets fluctuations. The fund experiences normal downward trend and little activity. Check odds of F00000MWSS to be traded at 97.52 in 30 days. . As returns on market increase, F00000MWSS returns are expected to increase less than the market. However during bear market, the loss on holding F00000MWSS will be expected to be smaller as well.
F00000MWSS correlation with market