Our philosophy towards estimating 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 Muzinich Loan which you can use to evaluate future volatility of the organization. Please verify Muzinich Loan EUR INC H Risk Adjusted Performance of
(0.21) and Mean Deviation of 0.1178 to check out if risk estimate we provide are consistent with the epected return of 0.0%.
|Horizon||30 Days Login to change|
Muzinich Loan Market Sensitivity
|As returns on market increase, Muzinich Loan returns are expected to increase less than the market. However during bear market, the loss on holding Muzinich Loan will be expected to be smaller as well. 2 Months Beta |Analyze Muzinich Loan EUR Demand TrendCheck current 30 days Muzinich Loan correlation with market (DOW)|
β = 0.0283
Muzinich Loan Central Daily Price Deviation
Muzinich Loan EUR 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.
Muzinich Loan Projected Return Density Against MarketAssuming 30 trading days horizon, Muzinich Loan has beta of 0.0283 suggesting as returns on market go up, Muzinich Loan average returns are expected to increase less than the benchmark. However during bear market, the loss on holding Muzinich Loan EUR INC H 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. Muzinich Loan EUR is significantly underperforming DOW.
Predicted Return Density
|Alpha over DOW||=||0.05|
|Beta against DOW||=||0.0283|
Muzinich Loan Return Volatilitythe fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 1.9% risk (volatility on return distribution) over the 30 days horizon.
DOW has a standard deviation of returns of 1.9 and is 9.223372036854776E16 times more volatile than Muzinich Loan EUR INC H. 0% of all equities and portfolios are less risky than Muzinich Loan. Compared to the overall equity markets, volatility of historical daily returns of Muzinich Loan EUR INC H is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use Muzinich Loan EUR INC H to protect your portfolios against small markets fluctuations. The fund experiences normal downward trend and little activity. Check odds of Muzinich Loan to be traded at 94.38 in 30 days. . As returns on market increase, Muzinich Loan returns are expected to increase less than the market. However during bear market, the loss on holding Muzinich Loan will be expected to be smaller as well.
Muzinich Loan correlation with market