Our philosophy towards foreseeing 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 Custom Markets Credit Suisse GAINS L which you can use to evaluate future volatility of the entity. Please confirm Custom Markets Credit Risk Adjusted Performance of
(0.12) and Mean Deviation of 1.17 to double-check if risk estimate we provide are consistent with the epected return of 0.0%.
60 Days Market Risk
Chance of Distress in 24 months
60 Days Economic Sensitivity
Barely shadows market
|Horizon||30 Days Login to change|
Custom Markets Market Sensitivity
|As returns on market increase, Custom Markets returns are expected to increase less than the market. However during bear market, the loss on holding Custom Markets will be expected to be smaller as well. 2 Months Beta |Analyze Custom Markets Credit Demand TrendCheck current 30 days Custom Markets correlation with market (DOW)|
β = 0.1357
Custom Markets Central Daily Price Deviation
Custom Markets Credit Technical Analysis
We are not able to run technical analysis function on this symbol. We either do not have that equity or its historical data is not available at this time. Please try again later.
Custom Markets Projected Return Density Against MarketAssuming 30 trading days horizon, Custom Markets has beta of 0.1357 suggesting as returns on market go up, Custom Markets average returns are expected to increase less than the benchmark. However during bear market, the loss on holding Custom Markets Credit Suisse GAINS L 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. Custom Markets Credit is significantly underperforming DOW.
Predicted Return Density
|Alpha over DOW||=||0.41|
|Beta against DOW||=||0.14|
Custom Markets Return Volatilitythe fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 0.6506% risk (volatility on return distribution) over the 30 days horizon.
Custom Markets Investment Opportunity
DOW has a standard deviation of returns of 0.65 and is 9.223372036854776E16 times more volatile than Custom Markets Credit Suisse GAINS L. 0% of all equities and portfolios are less risky than Custom Markets. Compared to the overall equity markets, volatility of historical daily returns of Custom Markets Credit Suisse GAINS L is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use Custom Markets Credit Suisse GAINS L to protect your portfolios against small markets fluctuations. The fund experiences unexpected downward movement. The market is reacting to new fundamentals. Check odds of Custom Markets to be traded at p;5776.32 in 30 days. . As returns on market increase, Custom Markets returns are expected to increase less than the market. However during bear market, the loss on holding Custom Markets will be expected to be smaller as well.
Custom Markets correlation with market
Custom Markets Current Risk Indicators
|Risk Adjusted Performance||(0.12)|
|Market Risk Adjusted Performance||(2.86)|
|Coefficient Of Variation||(525.67)|
Custom Markets Suggested Diversification Pairs