Macroaxis considers Oasis Crescent to be unknown risk. Oasis Crescent Global maintains Sharpe Ratio (i.e. Efficiency) of -0.6075 which implies Oasis Crescent Global had -0.6075% of return per unit of risk over the last 2 months. Macroaxis philosophy towards forecasting risk of any fund is to look at both systematic and un-systematic factors of the business, including all available market data and technical indicators. Oasis Crescent Global exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to check Oasis Crescent Global Coefficient Of Variation of
(1,206) and Risk Adjusted Performance of (0.17) to confirm risk estimate we provide.
|Horizon||30 Days Login to change|
Oasis Crescent Market Sensitivity
|As returns on market increase, Oasis Crescent returns are expected to increase less than the market. However during bear market, the loss on holding Oasis Crescent will be expected to be smaller as well. 2 Months Beta |Analyze Oasis Crescent Global Demand TrendCheck current 30 days Oasis Crescent correlation with market (DOW)|
β = 0.0156
Oasis Crescent Central Daily Price Deviation
Oasis Crescent Global Technical Analysis
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Oasis Crescent Projected Return Density Against MarketAssuming 30 trading days horizon, Oasis Crescent has beta of 0.0156 suggesting as returns on market go up, Oasis Crescent average returns are expected to increase less than the benchmark. However during bear market, the loss on holding Oasis Crescent Global Low Eq B will be expected to be much smaller as well. Additionally, Oasis Crescent Global Low Eq B has a negative alpha implying that the risk taken by holding this equity is not justified. The company is significantly underperforming DOW.
Predicted Return Density
Assuming 30 trading days horizon, the coefficient of variation of Oasis Crescent is -164.61. The daily returns are destributed with a variance of 1.79 and standard deviation of 1.34. The mean deviation of Oasis Crescent Global Low Eq B is currently at 1.13. For similar time horizon, the selected benchmark (DOW) has volatility of 1.97
|Alpha over DOW||=||0.1|
|Beta against DOW||=||0.0156|
Oasis Crescent Return VolatilityOasis Crescent Global Low Eq B accepts 1.3367% volatility on return distribution over the 30 days horizon. DOW inherits 2.026% risk (volatility on return distribution) over the 30 days horizon.
DOW has a standard deviation of returns of 2.03 and is 1.51 times more volatile than Oasis Crescent Global Low Eq B. 12% of all equities and portfolios are less risky than Oasis Crescent. Compared to the overall equity markets, volatility of historical daily returns of Oasis Crescent Global Low Eq B is lower than 12 (%) of all global equities and portfolios over the last 30 days. Use Oasis Crescent Global Low Eq B to protect your portfolios against small markets fluctuations. The fund experiences somewhat bearish sentiment, but market may correct it shortly. Check odds of Oasis Crescent to be traded at p;1624.75 in 30 days. . As returns on market increase, Oasis Crescent returns are expected to increase less than the market. However during bear market, the loss on holding Oasis Crescent will be expected to be smaller as well.
Oasis Crescent correlation with market